Don't know how well this works - my links don't all seem to be going to the same place, and I've only had minutes to spend on each page, but here's an idea, anyway...
Parallel universes:
- Earth-Prime
- Backworld
- Edge of existence
A couple of locations:
- Chandler's Bookstore
- Outside Chandler's Bookstore
- Robert W. Chambers's House
A couple of characters:
- Chandler Bang
- Michael Jackson
- Miranda Blake
- Chandler Band
- Robert W. Chambers
- Hastur
A couple of 'random items':
- The strange yellow book
- The Yellow Sign
- The King in Yellow
- The Catalogue of Imaginary Books