I don't know if Charles R. Saunders was the first Black author to tackle the Cthulhu Mythos, but he's the first I know of. His story goes into very unusual territory immediately, being told about two Black men and dealing with the history of slavery in the US.
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“Jeroboam Henley’s Debt” (1982) by Charles R. Saunders
And he remembered a night more than a dozen years ago in Virginia, when he and Nedeau had been stopped by a policeman wanting to know exactly how a couple of “Nigras” had come by such a…