Despite his reputation for grand cosmic horror, the actual endings of his stories are not necessarily that scary. He’s an author to read for the ideas and prose, not the resolutions.
Here is a partial list of the endings to his stories, stated laconically, rather than in their generally excellent prose renderings.
The Beast in the Cave: Protagonist throws some rocks in the general direction of the monster (he cannot see it, it only makes noises). It dies. Turns out it was an albino ape man.
The Alchemist: Protagonist lights evil sorcerer on fire by throwing a torch at him; he burns to death.
The Tomb: Protagonist goes crazy; gets buried in the coffin he always wanted to be buried in
Dagon: Drug addict commits suicide
A Reminiscence of Dr. Samuel Johnson: Protagonist likes Dr. Johnson; takes a nap.
Polaris: Protagonist has a bad dream.
Beyond the Wall of Sleep: Creature made of light talks to protagonist via telepathy device; it leaves.
Memory: Genie goes back home; daemon looks at an ape.
The Transition of Juan Romero: Protagonist thinks he sees an abyss, and his companion falls into it. The abyss is gone in the morning when he wakes up and his companion is dead.
The White Ship: Lighthouse keeper lets the light go out while he daydreams. He is awoken by a ship crashing into the rocks.
The Street: Terrorists attempt to blow up small town. The buildings fall down on their own, crushing the terrorists instead.
The Doom that Came to Sarnath: At a party celebrating a genocide, nobles are attacked by a light, some mist, rising tides, and maybe ghosts? They go mad. The god of the people genocided one thousand years ago is now worshiped there.
The Statement of Randolph Carter: A monster in a hole threatens the protagonist via telephone; narrator does not go into the hole.
The Terrible Old Man: Three men attempt to rob an old man who is terrible; he kills them instead.
The Cats of Ulthar: Old man and his wife enjoy killing cats. The cats kill them.
The Tree: A sculptor dies, and his friend (also a sculptor) builds a monument to his friend. A big tree branch destroys his house and the statue he carved.
Celephaïs: A man dreams up a very nice city, and goes to live there, dying in the “real” world. His friend comes to visit him.
From Beyond: Protagonist’s friend invents a machine that lets them see alternate dimensions. Monsters attack them. Protagonist shoots the machine and his friend dies of a stroke.
The Temple: German u-boat crew goes crazy; narrator commits suicide.
Nyarlathotep: Magician (maybe a god?) arrives in town; everyone goes crazy.
The Picture in the House: A cyclist stops at the house of a cannibal to wait out a storm. Lightning strikes the house and kills the cannibal.
Facts Concerning the Late Arthur Jermyn and His Family: Protagonist discovers his supposedly Portuguese grandma was actually an ape after buying her mummified corpse. He commits suicide by burning himself alive. The mummy is burnt also.
The Nameless City: Man goes to Arabia, gets stuck in a room when the door closes behind him.
The Quest of Iranon: Immortal man learns that the city he is looking for is the product of his imagination. He loses his immortality.
The Moon-Bog: Man drains bog despite warnings from locals. Frogs kill him and turn him into an effigy.
Ex Oblivione: Dying man commits suicide, discovers there is no pain after death, but no Heaven either.
The Other Gods: Man climbs mountain with his assistant to look at the Great Ones. They flee when it turns out they are bad Gods, and the man is never seen again.
The Outsider: Ugly man looks in mirror; discovers he is ugly.
The Music of Erich Zann: Man hallucinates that there is a musician living in the apartment above his.
Sweet Ermengarde: Woman marries her kidnapper because he is rich.
Hypnos: Sculptor does drugs. He is informed by police that his best friend never existed.
What the Moon Brings: Man sees scary carving, decides to swim to ancient city instead of looking at it. Maybe drowns?
Azathoth: Man has weird dreams; disappears.
Herbert West–Reanimator: Man goes crazy after zombies he helped create kill his friend and partner. Can’t prove his friend was killed because the catacombs under their house can no longer be found.
The Hound: Graverobber commits suicide after being stalked by a skeleton who wants his amulet back.
The Lurking Fear: Hunter blows up house and catacombs where inbred monsters live; fears there were survivors.
The Rats in the Walls: Man goes crazy after rebuilding his ancestral home. He eats his son’s wartime friend. The home is blown up and he is put into an asylum.
The Unnamable: Man and his friend sit in a graveyard, are assaulted by imperceptible thing. They wake up injured in the hospital, very scared.
The Festival: Man goes into caves with his relatives, reads Necronomicon. Goes crazy.
The Shunned House: Protagonist pours acid into the foundation of his house. Kills monster.
The Horror at Red Hook: A detective searches the basement of a murderer. The basement is very scary, then it caves in. The detective has it filled in with concrete.
He: Narrator is shown visions of the past and future by a ghost. He screams, and the ghost is banished by ghost Native Americans.
In the Vault: Undertaker is discovered to have bitten off the feet of a tall man so his corpse would fit into a coffin.
Cool Air: Man discovers a way to cheat death via air conditioner. Dies when it breaks.
The Call of Cthulhu: Police arrest a group of cultists. A big monster emerges from the sea, is hit by a boat, then goes back to sleep. Narrator fears the cult is still around.
Pickman’s Model: Pickman shoots monsters with a gun. He and the narrator leave.
The Colour Out of Space: Transformed wife is beaten to death with stick, transformed farmer dies of natural causes. Alien colour monster can’t get into the house and leaves after the protagonist gets into his carriage and drives away
The Dunwich Horror: Scary magician is killed by a university library guard dog; invisible cosmic horror is defeated by elderly librarian casting a magic spell
At the Mountains of Madness: Arctic explorer escapes when the monster is eaten by gigantic penguins.
The Shadow over Innsmouth: Feds blow up the town where the fish people live and arrest those who survive. The narrator turns out to be a fish monster himself and goes to live in the ocean.
The Shadow Out of Time: Man cannot prove he was possessed by aliens.
More perhaps to come.