Edgar Allan Poe/WMG

The "volumes of forgotten lore" in The Raven are Lovecravian tomes.
I mean, the narrator is obviously mad or going mad, and what drives a man madder than the forgottenest of all forgotten lore?
 * This Troper says we can make this even crazier and make the narrator from the future and he's reading forgotten literature, but it's from such a far point in the future that society has been destroyed, then rebuilt itself and now resembles the 19th century. Then he can be reading forgotten tomes that consist of Poe's own works AND Lovecraftian works.... I don't know what I just said.

The Angel in "Angel of the Odd" is actually German.
This troper read an article a while back stating that the Angel's accent was of indeterminate origin. However, this troper would like to put forth the theory that his accent IS in fact identifiable. It'd explain the "Kirschenwasser" bottles he has for hands, as well as the exclamations of "Mein Gott!" every so often. Plus -- "You mos not trink it so strong-you mos put de water in te wine. Here, trink dis, like a goot veller, und don't gry now-don't!" Trink = German for 'drink', 'drinking'.

The stranger in "The Masque of Red Death" was The Mysterious Stranger.
Both were mysterious figures that wear masks but are non-corporeal beings. Also, both have no problem killing humans for fun.

The narrator in "The Cask of Amontillado" is gloating during his last confession.
It explains why he mentions "you who so well know the nature of my soul" during the first paragraph and why he is telling his story after fifty years of silence.