I read it, but it's not the one I'm looking for. I appreciate your help though.

The more reread some of my husband's Lovecraft anthologies, the more I realize that the story was definitely in the Lovecraft vein - lots of atmosphere and a deep sense of foreboding. I don't remember that the ending was spelled out, but you knew that the protagonist was beyond saving just by the description of the place.

Thanks for the lead.