As a fan of all things Lovecraftian, I would highly recommend The Shadows Over Innsmouth. Great story, memorable characters, and the atmosphere. And in a somewhat similar line, with Lovecraftian influences and a strong sense of historical period, A Trip for Biscuits invites you for an out of this world adventure into the roaring twenties.
And to break rules a little bit (with 59 subscribers), I'd ask you to check out Heroes for Ghosts, a badass science fiction story with some truly incredible ink work. As a pen and ink artist, I ask you to trust me on this one, this stuff is legit.