Les monstres dans l’art (‘Monsters in Art’: 1905, reprinted 1910). With 432 illustrations. It’s free as a PDF on Archive.org. Sadly this was published one year after the death of Lovecraft’s grandfather, so it wouldn’t have been in the private library perused by the young Lovecraft. But one wonders if he might have seen it later?

Ancient Mycenaean art in the book…