Here are all the British and Irish authors recommended by H.P. Lovecraft in "Supernatural Horror in Literature" (especially from Section IX - "The Weird Tradition in the British Isles", but I've tried to pick out the key references from the rest as well).
All links go to free, legal online reading:
Gerald Bliss - The Door of the Unreal
Emily Brontë - Wuthering Heights
Robert Browning - Childe Roland to the Dark Tower Came
Daniel Defoe - "A Relation of the Apparition of Mrs. Veal"
H.B. Drake - "The Shadowy Thing"
Mrs. H.D. Everett - "The Death Mask"
E.M. Forster - The Celestial Omnibus (esp. "only one, dealing with a glimpse of Pan and his aura of fright, may be said to hold the true element of cosmic horror")
William Godwin - St Leon
Sir H Rider Haggard - She
L. P. Hartley - "A Visitor from Down Under"
Clemence Housman - The Were-wolf
W.W. Jacobs - "The Monkey's Paw"
Henry James - The Turn of the Screw
Matthew Gregory Lewis - The Monk
George MacDonald - Lilith
Arthur Machen - Chronicle of Clemendy, The Hill of Dreams, "The Great God Pan", "The White People", The Three Imposters, "The Red Hand", "The Shining Pyramid", The Terror, The Great Return, "The Bowmen"
Richard Marsh - The Beetle
Charles Robert Maturin - Melmoth the Wanderer
John Metcalfe - The Smoking Leg (esp. "The Bad Lands")
Thomas Moore - The Epicurean
Thomas Preskett Prest - Varney, the Vampyre
Arthur Ransome - "The Elixir of Life"
Sir Walter Scott - Letters on Demonology and Witchcraft
Sax Rohmer - Brood of the Witch-Queen
Matthew Phipps Shiel - "Xelucha", "The House of Sounds", The Purple Cloud
May Sinclair - Uncanny Stories
H. R. Wakefield - They Return at Evening, Others Who Returned (esp. "The Red Lodge", "He Cometh and He Passeth By", "And He Shall Sing", "The Cairn", "Look Up There", "Blind Man's Buff" and "The Seventeenth Hole at Duncaster")
Horace Walpole - The Castle of Otranto
Hugh Walpole - "Mrs. Lunt"
Francis Brett Young - Cold Harbour
No specific work referenced:
"A. E.," William Carleton, Padraic Colum, Joseph Conrad, T. Crofton Croker, Lady Gregory, Douglas Hyde, James Stephens, J. M. Synge, Lady Wilde, W.B. Yeats