Some new open dissertations/theses:
From 2010, The Gothic as a Practice: Gothic Studies, Genre and the Twentieth Century Gothic (doesn’t address Lovecraft in any substantial way, but may be conceptually useful to some).
From August 2011, Radical Realms: A Materialist Theory of Fantasy Literature (undergraduate)
Also noted while searching, though either not online or behind a paywall…
* Smith, P. (2011), “Re-visioning Romantic-Era Gothicism: An Introduction to Key Works and Themes in the Study of H.P. Lovecraft”. Literature Compass, 8 (Nov 2011), pages 830–839.
* Aaron Smuts, “Pickman’s Model”: Horror and the Objective Purport of Photographs”. Revue internationale de philosophie, 2010/4 (No. 254).
* David Farnell, “Unlikely Utopians: Ecotopian Dreaming in H.P. Lovecraft’s ‘The Shadow over Innsmouth’ and Octavia Butler’s Lilith’s Brood”, Arena Journal, issue 35-36 (2011)
* A Canadian 2010 M.A. disseration called “Spectres of Darwin: H.P. Lovecraft’s Nihilistic Parody of Religion”.