Derleth wrote a great deal of fiction that fits within the realm of the Cthulhu Mythos. The first collection of his Cthulhu Mythos short fiction was Mask of Cthulhu (1958). The Trail of Cthulhu (1962) is a collection of short fiction featuring Dr. Laban Shrewsbury. Previously uncollected Cthulhu Mythos short fiction and all the stories from the Mask of Cthulhu and The Trail of Cthulhu were included in The Cthulhu Mythos (1997). "The Thing That Walked on the Wind" appears in this compilation. The story collections The Survivor and Others (1957) and The Watcher Out of Time and Others (1974) include Derleth's completions of stories begun but not finished by Lovecraft and stories based on fragments by Lovecraft. The novel The Lurker at the Threshold (1945) derives from two fragments by Lovecraft.

Derleth sought to give form and consistency to the frightful universe created by Lovecraft, and in this he differed markedly...