I've read one book of stories by Erckmann & Chatrian, THE INVISIBLE EYE from Ash Tree Press. They're not Gothic although one novella has the makings of a Gothic but it's still a very good weird story of sorts. One of the writing duo is a German and the other's French. They've not only written stories scattered here and there but plays, novels, even a bio of Napoleon Bonaparte. They've been best friends till they broke up in bitterest of terms.
I've yet to find Theophile Gautier's works besides "The Foot Of the Mummy". Same with Hans Heinz Ewers and Edward Lucas White. As for Gustav Meyrink, The Golem is still available which I already have as well as four more of his novels but no short story collection. 
You have to remember that some of these writers are hard to find that you'd have to keep an eye out for them.
My apologies... you posted an answer to my question while I was working on my own post.... You're one of only a handful of people I've run into who have read Erckmann-Chatrian; though I have the book you mention, I've not yet read it (it's on the TBR shelves), but I understand the stories HPL read were considerably less than that volume, which offers quite a nice selection of their work. (A lot of the stories he comments on he read in Julian Hawthorne's 10-volume Lock & Key Library.).
Gautier -- there's a volume called
The Works of Theophile Gautier which had multiple printings, which has all the stories he mentions in it. It's been out of print for a long time, but if you check online or through the used bookstores, you may be able to find a copy for very little.
Ewers is almost impossible to find, save for "The Spider", which has been included in many anthologies (and which may have influenced "The Haunter of the Dark" in some ways).
Alraune and
The Sorcerer's Apprentice are rather difficult to come by, and the editions HPL was familiar with, I believe, were those illustrated by Mahlon Blaine, which are astronomical in price. There has been a more recent (unillustrated) edition of
Alraune, I understand, though I'm not sure of when it was released.
There is supposed to be a volume of stories by Edward Lucas White coming out sometime in the next couple of years, last I heard, collecting his best work and edited (I believe) by S. T. Joshi. Otherwise, you can pick up a copy of his
Lukundoo and Other Stories (1927) and
The Song of the Sirens (1919) for a fairly reasonable price if you look; there've also been a couple of posthumous collections of his work through Midnight House:
The House of the Nightmare (1999) edited by John Pelan and
Sesta and Other Strange Stories (2001) edited by Lee Weinstein, but Midnight House books are a bit pricey....
As for the others... a lot of them are once more becoming available (Cline's
The Dark Chamber, for instance, is available again. A lot of the smaller presses and POD publishers are reviving these the last few years, and the majority of the older writers (the Gothics, Le Fanu, etc.,) are seeing print again, and there does seem to be some interest, so we may be lucky enough to see most of these available again. (I see that Hippocampus Press, for instance, will be putting out Ransome's
The Elixir of Life around 2008; and there's supposed to be a new edition of Ralph Adams Cram's
Black Spirits and White out through Tartarus Press, I believe; you can also find L. P. Hartley's stories in
The Collected Short Stories of L. P. Hartley; ditto for Benson and James.)
