They'd fall into two types.
Gothic Cthuhluesque Horror - Arthur Machen, M. R. James, Ramsey Campbell
Extreme Horror - John Shirley, Ed Lee, Jack Ketchum, Dan Simmons,
There are some very good modern extreme books with aspects of both that kinda have a Cthulhuesqe feel too.
I highly recommend:
"Wetbones" by John Shirley
"Song of Kali" by Dan Simmons
"Terror" by Dan Simmons
"Slither" by Ed Lee
Surpernatural unexplained horror is my favorite. If you have any good suggestions please throw me some of your favorites.
My miniatures, wife and two young boys limit my availble reading time but I love a good book when I can find one.