I came across a list of the archives of the Blue Pencil Club of Brooklyn, which are held as part of the Katharine Brownell Collier Papers at the Archives and Special Collections Library, Vassar College Libraries, in Poughkeepsie, New York. The 1924-1927 (Lovecraft in New York period) issues of The Brooklynite, are marked as having been annotated.
So far as I can remember, there is no proof that Lovecraft was ever an actual paid-up member of the Blue Pencil Club of Brooklyn. But it’s known that he sometimes went as a guest, usually a guest of his wife. (Update: he joined in 1924). Lovecraft wrote his essay “Cats and Dogs” for them in 1926, though was unable to read it in person at the meeting. The Club included Lovecraft’s friends, such as James Ferdinand Morton (and his later wife, Pearl K. Merritt, also the sister of Dench’s wife), Rheinhart Kleiner (sometime editor of The Brooklynite), and his associate Ernest A. Dench (and presumably also his wife). I think Kirk also went occasionally to Blue Pencil meetings or perhaps to offshoot walking rambles organised by Dench, but he found the members fairly humdrum. There appears to have been a later cross-pollination of members with the Paterson Rambling Club, and probably also with the non-Club amateur gatherings held at Dench’s small home. Possibly Dench’s Writers’ Club, for professionals, was an informal (since it seems to have left almost no trace) offshoot of the Blue Pencil Club — but that’s just my guess.
Note that the Club was established c. Feb 1915, and the Vassar College archive appears to be missing its early publications such as the Blue Pencil Amateur, c.1916.
Blue Pencil Club:
Folder 5.6 Correspondence: among club members re: club organization, meetings, and various written works, 1925-1944, n.d. (12 items)
Folder 5.7 Programs: banquet programs, 1929-1932 (2 items)
Folder 5.8 Publications: memorial booklets for Hazel Pratt Adams and Alice Lovett Lewis, VC 1904, 1922, 1027 (TS, 48 p.)
Folder 5.9 Publications: The Brooklynite, official organ of the BPC, 1917-1918 (TS, 12 p.)
Folder 5.10 Publications: The Brooklynite, 1921 (TS, 6 p.)
Folder 5.11 Publications: The Brooklynite, 1923 (TS, 16 p.)
Folder 5.12 Publications: The Brooklynite, includes annotated issue, 1924 (TS, 16 p.)
Folder 5.13 Publications: The Brooklynite, includes annotated issue and 17th anniversary issue 1925 (TS, 20 p.)
Folder 5.14 Publications: The Brooklynite, includes annotated issue, 1926 (TS, 16 p.)
Folder 5.15 Publications: The Brooklynite, includes annotated issue, 1927 (TS, 20 p.)
Folder 5.16 Publications: The Brooklynite, 1928 (TS, 12 p.)
Folder 5.17 Publications: The Brooklynite, includes 21st anniversary issue, 1929 (TS, 20 p.)
Folder 5.18 Publications: The Brooklynite, 1930 (TS, 8 p.)
Folder 5.19 Publications: The Brooklynite, includes annotated issue, 1931-1932 (TS, 12 p.)
Folder 5.20 Publications: The Brooklynite, includes 25th anniversary issue, 1933 (TS, 34 p.)
Folder 5.21 Publications: The Brooklynite, 1935-1936 (TS, 16 p.)
Folder 5.22 Publications: The Brooklynite,includes annotated issue, 1937-1939 (TS, 16 p.)
Folder 5.23 Publications: The Brooklynite, includes annotated issue, 1940-1944 (TS, 12 p.)
Folder 5.24 Publications: The Brooklynite, n.d. (TS, 2 p., fragments)
Folder 6.51 Blue Pencil Club