The pulps, even driven by entertainment instead of literary accomplishment, were written in conversation with the existing corpus of popular and literary works. Hero pulps such as Doc Savage and the Shadow drew from Tarzan, Sherlock Holmes, and even the anti-heros of A. J, Raffles, Fantomas, and Arsene Lupin (the first, not the grandson). Science fiction drew from the works of Edgar Allan Poe, H. G. Wells, and Jules Verne. Even Lovecraftian horror was built on the edifice of Ambrose Bierce and Guy de Maupassant. And popular fiction throughout the world, from English penny dreadfuls, to Depression era American pulps to Japanese light novels, owes an unpayable debt to Edgar Allan Poe.
In an attempt to piece together the century old roots of today's genre fiction, I have compiled a first pass at a list of works written prior to 1920 that inspired the Golden Age of the Pulps. As this is an ongoing investigation, the list is incomplete and open to suggestions. In the spirit of Dungeons & Dragons' Appendix N, let's call this Appendix M until a better name arises.
Marcel Allain and Pierre Souvestre - the Fantomas stories
Ambrose Bierce - "An Inhabitant in Carcosa"
Edgar Rice Burroughs - the Barsoom stories, the Tarzan stories, and the Pellucidar stories
Robert W. Chambers - The King in Yellow
Sir Arthur Conan Doyle - the Sherlock Holmes stories, The Lost World
Alexandre Dumas - The Three Musketeers serials, The Count of Monte Cristo
Lord Dunsany - The Gods of Pegana, Tales of Wonder, The Book of Wonder, The King of Elfland's Daughter
E. W. Hornung - the A. J. Raffles stories
Maurice Leblanc - the Arsene Lupin stories
Gaston Leroux - The Phantom of the Opera
Guy de Maupassant - "Le Horla", "The Necklace"
Edgar Allan Poe - "Mellonta Tauta", "The Unparalleled Adventure of One Hans Pfaall", "The Pit and the Pendulum", "The Tell-Tale Heart", "The Purloined Letter", "The Cask of Amontillado", The Narrative of Arthur Gordon Pym of Nantucket
Robert Louis Stevenson - Treasure Island, The Strange Case of Dr. Jekyll and Mr. Hyde
Jules Verne - Journey to the Center of the Earth, Twenty Thousand Leagues Under the Sea, Around the World in Eighty Days, From the Earth to the Moon
H. G. Wells - The Time Machine, War of the Worlds, The Island of Dr. Moreau