The Strange High House in the Mist

It concerns a character traveling to the titular house which is perched on the top of a cliff which seems inaccessible both by land and sea, yet is apparently inhabited.

Thomas Olney, a "philosopher" visiting the town of Kingsport, Massachusetts with his family, is intrigued by a strange house on a cliff overlooking the ocean.

With great difficulty, Olney climbs the crag, approaches the house, and meets the mysterious man who lives there.

An H. P. Lovecraft Encyclopedia suggests that the story may have been inspired by Lord Dunsany's Chronicles of Rodriguez, in which strange sights can be seen from a wizard's house on a crag.

In the same passage in "The Strange High House", Lovecraft also mentions the arrival of the god Neptune, but that Roman deity has not similarly been adopted by Lovecraftian writers.