The influence of both of these authors as well as the efforts of many others have spawned what we now call the Cthulhu Mythos, including not only the Old One Cthulhu himself, but also horrors such as Asathoth, Shub-Niggurath and Nyarlathotep. As reference material, many fictitious books were often used in these tales. The most famous was the Necronomicon. This book is such a deep element in these stories, that many readers have gone seeking high and low for a copy of this dark tome, perhaps even an original bound in material seemingly of human skin. Several authors have taken stabs at fleshing out such a book by taking pieces of Lovecraft's and Derleth's passages, but the end result always falls short of what the reader's imagination can conjure must really lie within the cover of the Mad Arab's script.
As a first step to flesh out this topic, look at the lists I have compiled. They are no means complete, but will be added to as information comes. New material is added annually, but various sources, most notably Chaosium Fiction.
Another great product from Chaosium, is a collectable card game, called Mythos that brings together several elements of Lovecraft, Derleth and many other writers from the genre. Chaosium also has a line of Cthulhu role playing games.
H. P. Lovecraft Books & Stories
August Derleth Books & Stories
Chaosium Mythos Anthologies
Miscellaneous Cthulhu Mythos Tales
Mythos Collector Card Game