L. Sprague de Camp's biog of Lovecraft has this to say:
"He [Lovecraft] spoke highly of two recent non-fiction books: Charles Fort's The Book of the Damned (1919) and Margaret Alice Murray's The Witch Cult in Western Europe (1921). His appreciation, however, was not what the authors would have hoped for. He admired the books as stimuli for the writing of weird fiction, not as statements of fact. From a scientific point of view, he considered Fort's eccentric cosmological ideas as nonsense."