Arthur Machen’s autobiography, now on Hathi and/or in full view at last…

Far Off Things (1922) — First volume of the autobiography. On and also Hathi.

Things Near and Far (1923) — Second volume of the autobiography. Hathi only.

The London adventure; an essay in wandering (1924) — Third and final volume of the autobiography. Also on Hathi.

Re: wandering, strange roads and early British psychogeography, see also his little travel book Strange Roads (1924). A letter to Dwyer shows that Lovecraft also knew this, and considered it a bookend to the autobiographical trilogy.

Even if you don’t care for his fiction, the autobiographical/walking work is well worth reading. So far as I’m aware, Lovecraft read all three volumes of the autobiography and it must have influenced how he practised walking. Lovecraft first discovered Machen’s work in the summer of 1923 (S.T. Joshi, I Am Providence, p.454).