If you're watching TRUE DETECTIVE on HBO and are curious about THE KING IN YELLOW written by Robert W. Chambers and published in 1895, you can grab it for free in a variety of formats (including Kindle) from Project Gutenberg here:
I didn't know PG did Kindle until I went looking for the link to write this post. I was just gonna mention I got it for free from Amazon:
It's actually a collection of short stories, four of which include references to THE KING IN YELLOW (which is a play discussed and quoted within the stories). If you only want to read those four because old weird stories aren't really your thing, check out the Wikipedia page for details:
HP Lovecraft considered Robert W. Chambers one of his biggest influences & incorporated some of Chambers' materials into his works. Robert W. Chambers in turn was influenced by Ambrose Bierce (of THE DEVIL'S DICTIONARY fame). In particular, he seemed to like the names Hastur & Carcossa & lifted them from 2 different Bierce short stories (although Wikipedia claims it was just the names & the stories are unrelated or at least don't appear to be an influence).