The House of Souls (1923).
Well, a handful anyway. The late RT Gault put a page of Machen cover scans on his book site which also included the excellent Absolute Elsewhere catalogue of “Fantastic, Visionary, and Esoteric Literature in the 1960s and 1970s”. The cover for The House of Souls is a very odd piece by Sidney Sime and going by some of Sime’s Dunsany illustrations I think this was how he thought souls actually looked. The Three Imposters (below) was part of John Lane’s Keynotes series which also included Machen’s The Great God Pan among the titles, all of which sported covers designed by Aubrey Beardsley.
The Three Imposters (1895).