“I’ve never found anything in occult literature that seemed to have a bearing. You know, the occult—very much like stories of supernatural horror—is a sort of game. Most religions, too. Believe in the game and accept its rules—or the premises of the story—and you can have the thrills or whatever it is you’re after. Accept the spirit world and you can see ghosts and talk to the dear departed. Accept Heaven and you can have the hope of eternal life and the reassurance of an all-powerful god working on your side. Accept Hell and you can have devils and demons, if that’s what you want. Accept—if only for story purposes—witchcraft, druidism, shamanism, magic or some modern variant and you can have werewolves, vampires, elementals. Or believe in the influence and power of a grave, an ancient house or monument, a dead religion, or an old stone with an inscription on it—and you can have inner things of the same general sort. But I’m thinking of the kind of horror—and wonder too, perhaps—that lies beyond any game, that’s bigger than any game, that’s fettered by no rules, conforms to no man-made theology, bows to no charms or protective rituals, that strides the world unseen and strikes without warning where it will, much the same as (though it’s of a different order of existence than all of these) lightning or the plague or the enemy atom bomb. The sort of horror that the whole fabric of civilization was designed to protect us from and make us forget. The horror about which all man’s learning tells us nothing.”

“A Bit of the Dark World” (pp. 261-262); originally published in Fantastic, February 1962
Short Fiction, Night's Black Agents (1947)