Preview of The Thing That Walked on the Wind Summary:

"The Thing That Walked on the Wind" is one of Derleth's early efforts to give shape and continuity to the Cthulhu Mythos, the term he invented for the mysterious, ominous universe invented by H. P. Lovecraft. The title of the story is itself evocative, hinting of the spectral and eldritch. The story tells of strange events in Manitoba, Canada, where the entire population of Stillwater disappears overnight.

The Royal Northwest Mounted Police are confounded by the mystery and embarrassed that they cannot find any of the townspeople. In "The Thing That Walked on the Wind," one police officer uncovers the sinister implications of a town that had worshiped an "elemental," a spirit of one of the forces of nature.