What was the first Arkham House collection of Lovecraft's fiction called?

The first Arkham House collection of Lovecraft's fiction was The Outsider and Others.

Published in 1939, the book was assembled by August Derleth and Donald Wandrei after Lovecraft's death. Their aim was to preserve his major weird-fiction stories in a substantial hardcover volume, since mainstream publishers had declined to issue it.

The collection also became the first book published by Arkham House, the small press Derleth and Wandrei founded specifically to publish Lovecraft's work. Its name came from Lovecraft's story “The Outsider,” not from a general description of the book's contents.

A common mix-up is The Outsider and Other Stories, a title Lovecraft had preferred for a proposed collection that was never published. The 1939 Arkham House volume is The Outsider and Others, and its original edition was never reprinted in exactly the same form.