Cthulhu Chick has created a Kindle ebook of The Complete Works of H.P. Lovecraft, which is free for the download.
Even if you don't have a Kindle and never plan to buy one (like myself), you can download the free Kindle for PC from Amazon (eh...look it up) and use it to read the ebook.
Now, I don't plan on reading all his works again from my computer screen. It just doesn't thrill me. However, I did download both and installed them because it seems to me that this is an excellent way to do specific word or phrase searches of his works. Now when I want to see exactly where (and how many times) he used "squamous," I can do so easily.