Hmmm, that is tough.
The "Cthulu Mythos" idea was kind of put together after Lovecraft's death. He had several stories that fit together in odd and kind of unclear ways, and several contemporary (Howard) and later (Derleth, Smith) friends and authors added to and fleshed out the "Mythos". Lovecraft himself used a bunch of reoccuring themes in stories and you can cleary point to "X resembles Y" and "A resembles B" at several points, I'm not 100% sure he had a serious overarching logical cosmology in mind.
Example: Dagon and Shadow Over Innsmouth both have a simillar... (I don't know if I should be spoilering stuff or not lol) themes, but it is unclear if Lovecraft intended for them to be related. In the hindsight of the "Cthulu Mythos" makers years later though I think they are. If that makes any sense.
Anyways, what was I saying?
Oh yeah, some stuff is in fact cleary "Cthuluy" and some isn't. Working from memory and a Wiki copypasta, let me see if I can choose between the two for you (bolding the Cthuluy ones). This will be debatable I'm sure, as I haven't read every one of these and wht qualifies as a "Cthuluy Story" is debatable as well.
Novellas:
The Dream-Quest of Unknown Kadath ?
The Case of Charles Dexter Ward ?
At the Mountains of Madness ?
The Shadow Over Innsmouth ?
The Shadow Out of Time
Short Stories
"The Tomb" ?
"Dagon" ?
"A Reminiscence of Dr. Samuel Johnson" ?
"Polaris" ?
"Beyond the Wall of Sleep" ?
"Memory" ?
"Old Bugs" ?
"The Transition of Juan Romero" ?
"The White Ship" ?
"The Doom that Came to Sarnath" ?
"The Statement of Randolph Carter" ?
"The Street" ?
"The Terrible Old Man" ?
"The Cats of Ulthar" ?
"The Tree" ?
"Celepha?s" ?
"From Beyond" ?
"The Temple" ?
"Nyarlathotep" ?
"The Picture in the House" ?
"Facts Concerning the Late Arthur Jermyn and His Family" ?
"The Nameless City" ?
"The Quest of Iranon" ?
"The Moon-Bog" ?
"Ex Oblivione" ?
"The Other Gods" ?
"The Outsider" ?
"The Music of Erich Zann" ?
"Sweet Ermengarde" ?
"Hypnos" ?
"What the Moon Brings" ?
"Azathoth" ?
"Herbert West-Reanimator" ?
"The Hound" ?
"The Lurking Fear" ?
"The Rats in the Walls" ?
"The Unnamable" ?
"The Festival" ?
"The Shunned House" ?
"The Horror at Red Hook" ?
"He" ?
"In the Vault" ?
"Cool Air" ?
"The Call of Cthulhu" ?
"Pickman's Model" ?
"The Strange High House in the Mist" ?
"The Silver Key" ?
"The Colour Out of Space" ?
"The Descendant" ?
"The Very Old Folk" ?
"History of the Necronomicon" ?
"The Dunwich Horror" ?
"Ibid" ?
"The Whisperer in Darkness" ?
"The Dreams in the Witch House" ?
"The Thing on the Doorstep" ?
"The Book" ?
"The Evil Clergyman" ?
"The Haunter of the Dark"