H.P. Lovecraft's The Haunter of the Dark

The story (which is based on the diaries of its protagonist) is set in Providence, Rhode Island, Lovecraft's hometown and a favorite locale for his fiction. The protagonist, Robert Blake—a young man with an interest in the occult—becomes fascinated by a large disused church set on Federal Hill in Providence's west—the Italian and migrant quarter—which he can see from his lodgings in Providence's Upper East side. His researches reveal that the church has a sinister history involving a cult called the Church of Starry Wisdom and is dreaded by the local inhabitants as being haunted by a primeval evil.

(Source: Wikipedia)

Note: this volume also includes an adaptation of Lovecraft's short story "Dagon"