The new Uncharted Ruins blog has a long and interesting article on the lost desert city of Iram, relevant to Lovecraft’s “The Nameless City” (1921) and “The Call of Cthulhu” (1926)…
“According to […] some currents of Islamic Sufism, Irem existed in this world as well as on separate levels of existence”

The 1902 Encyclopaedia Britannica entry on “Arabia” also mentions this tradition…
“Very gorgeous are the descriptions given of ‘Irem’, the ‘city of pillars’, as the Koran styles it [which] after the annihilation of its tenants, remains entire, so Arabs say, invisible to ordinary eyes, but occasionally, and at rare intervals, revealed to some heaven-favoured traveler.”
The mention in “Cthulhu” is…
“Of the [Cthulhu] cult, he said that he thought the centre lay amid the pathless deserts of Arabia, where Irem, the City of Pillars, dreams hidden and untouched.” — The Call of Cthulhu.