Being an aficionado of older literature ... and cheap ... one of the first things I did was to download a number of things from Project Gutenberg, including several by Robert W. Chambers, author of The King in Yellow.
I am currently reading In Search of the Unknown, which is about a Zoologist from the Bronx Zoo c. 1900 (when the Zoo was at the forefront of zoological research), who keeps getting pulled into encounters with supposedly-extinct animals and outright cryptids.
It is … really surprisingly funny. The first story is pretty much an encounter with a Deep One, but even as the creature shuffles and flails onto their boat accompanied by every eldritch adjective one would expect from the man who gave us lost Carcosa, our eternally upbeat protagonist is still more focused on his banter with the cranky old invalid he’s befriended, and his flirtations with the old man’s pretty young nurse.
Imagine, if you will, P.G. Wodehouse writing H.P. Lovecraft. The unnamed, girl-crazy protagonist has been firmly cast in my head as Hugh Laurie.