Some semi-random HP Lovecraft characters; from top: Randolph Carter; Nyarlethotep; Ammi Pierce.
Randolph Carter, along with Kuranes (who I'll be illustrating soon) is the only reoccurring protagonist, namely because most of his good guys either go crazy or die horrible deaths. Carter is most notably the lead character in The Dream Quest of Unknown Kadath.
Nyarlethotep is another reoccurring character of Lovecraft's universe, though of the antagonist type, being that he is both a powerful wizard and dark servant of the other gods, and who also has a small role in The Dream Quest.
Ammi Pierce is one of the primary characters in The Colour out of Space.