Reddit reviews Titus Crow, Volume 1: The Burrowers Beneath; The Transition of Titus Crow

Seek ye The Transition of Titus Crow

I read the Titus Crow series a while back, it's collected into 3 paperbacks which are each pretty cheap these days.

I recommend it for Lovecraft mythos fans. The stories and characters are a bit out there, but the setting and overall feel of the books is just right for a Lovecraft novel.

Edit (minor spoilers): Titus Crow is Lumley's equivalent of Sherlock Holmes in that world. Fairly early on (if I remember correctly), he basically gets his own Tardis. Even though I found the characters a bit less than believable, Lumley mostly just had his characters explore the world with his time/space travel machine. This was a great overview of Lumley's take on Lovecraft's universe...not just self contained stories.

Brian Lumley's Titus Crow Trilogy might interest you. I compare it to a slightly darker version of the Laundry Files.