Absolute Elsewhere—"...a bibliography of  visionary, occult, new age, fringe science, strange and even crackpot works published between 1945 and 1988."

Features an essay on seminal cult work The Morning of the Magicians (hence the site's name) and a quite incredible catalogue of rare book and magazine covers spanning 40 years. Essential

http://www.cafes.net/ditch/Elsewhere.htm

JG Ballard—THE site for the Shepperton maestro
http://www.jgballard.com/

Bibliomania—Free e-texts of classic works plus reviews and interviews

http://www.bibliomania.com/0/0/frameset.html

Jorge Luis Borges / The Garden of Forking Paths

http://www.themodernword.com/borges/

William S Burroughs / RealityStudio.org

http://realitystudio.org/

The Edge—The Sharpest Magazine In The World

http://www.theedge.abelgratis.co.uk

Harlan Ellison / Ellison Webderland

http://www.harlanellison.com/home.htm

M John Harrison / Empty Space

http://www.mjohnharrison.com

William Hope Hodgson—British master of Cosmic Horror

http://www.creative.net/~alang/lit/horror/hodgson.sht#web

James Joyce / The Brazen Head

http://www.TheModernWord.com/joyce

HP Lovecraft—The principal Lovecraft site. Follow their links to more specialised sites

http://www.hplovecraft.com/

The Jessie Matthews Homepage—Dedicated site for the Divine Miss M

http://www.btinternet.com/~judyin.london/overmyshoulder/jmhome.htm

Mind Pollen / Psychotropedia

http://www.mindpollen.com/mp.htm

Michael Moorcock / Multiverse
http://www.multiverse.org/

Alan Moore—Knows the score

http://www.alanmoorefansite.com/

Clark Ashton Smith / Eldritch Dark—Master of the Weird Tale

http://www.eldritchdark.com/

Jack Trevor Story—Definitive site for Our Jack. Find out why he's regarded as the business by so many important writers

http://www.jacktrevorstory.co.uk

TTA Press

http://www.ttapress.com

Violet Books—"specializes in Antiquarian Supernatural Literature, including literary ghost stories, Victorian science fiction, Yellow Nineties Decadence, H Rider Haggard & haggardesque "Lost Race" novels, Marie Corelli & other occult romancers, Rafael Sabatini & Jeffery Farnol & all vintage swashbuckling historical romances, westerns, Yukon adventures, Sax Rohmer & all weird thrillers, classic detectives, vintage children's & young adult fantasies & series books, & all things old, fictional, adventurous, & weird."

http://www.violetbooks.com/index.html

Weird Tales—Authoritative site dedicated to The Unique Magazine

http://members.aol.com/weirdtales/