I was struggling to find anything definitve too, so I started cobbling together a list of contents for each issue from the usual sources (locusmag, etc.);
Cover artist: H. W. Wesso (H. W. Wessolowski), contained illustrations by Rafael DeSoto and Amos Sewell
7 issues. Initially published bi-monthly, published quarterly after Volume II, # 2, June 1932
Volume I, # 1, September 1931The Dead Who Walk by Ray Cummings
The Place of the Pythons by Arthur J. Burks
The Dark Castle by Marion Brandon
Dr. Muncing, Exorcist by Gordon MacCreagh
The Dog That Laughed by Charles Willard Diffin
The Return of the Sorceror by Clark Ashton Smith
Nasturtia by Capt. S. P. Meek
A Cry from Beyond by Victor Rousseau
The Awful Injustice by S. B. H. Hurst
Volume I, # 2, November 1931The Black Mass by Capt. S. P. Meek
Webbed Hands by Ferdinand Berthoud
Guatemozin the Visitant by Arthur J. Burks
After Sunset by Philip Hazleton
When Dead Gods Wake by Victor Rousseau
The Thirteenth Floor by Douglas M. Dold
Cassius by Henry S. Whitehead
Volume I, # 3, January 1932Dead Legs by Edmond Hamilton
Wolves of Darkness by Jack Williamson
The Moon-Dial by Henry S. Whitehead
The Black Laugh by William J. Makin
The Shadow on the Sky by August W. Derleth
The Door to Saturn by Clark Ashton Smith
The Smell by Francis Flagg
The Door of Doom by Hugh B. Cave
Volume II, # 1, March 1932The Feline Phantom by Gilbert Draper
The Duel of the Sorcerers by Paul Ernst
By the Hands of the Dead by Francis Flagg
The Trap by Henry S. Whitehead
Tiger by Bassett Morgan
Back Before the Moon by S. Omar Barker
The Case of the Sinister Shape by Gordon MacCreagh
The Veil of Tanit by Eugene de Rezske
Volume II, # 2, June 1932Stragella by Hugh B. Cave
Dread Exile by Paul Ernst
The Great Circle by Henry S. Whitehead
The House in the Magnolias by August W. Derleth & Mark Schorer
People of the Dark by Robert E. Howard
The Emergency Call by Marion Brandon
The Golden Patio by Aubrey Feist
The Nameless Offspring by Clark Ashton Smith
Volume II, # 3, October 1932The Hunters from Beyond by Clark Ashton Smith
The Curse of Amen-Ra by Victor Rousseau
Sea Tiger by Henry S. Whitehead
The Dead Walk Softly by Sewell Peaslee Wright
Bal Macabre by Gustav Meyrink
Strange Tales and True by Robert W. Sneddon
The Infernal Shadow by Hugh B. Cave
The Artist of Tao by Arthur Styron
In the Lair of the Space Monsters by Frank Belknap Long Jr.
Volume III, # 1, January 1933The Second Interment by Clark Ashton Smith
The Thing that Walked on the Wind by August W. Derleth
The Terror by Night by Charles Willard Diffin
White Lady by Sophie Wenzel Ellis
Murgunstrumm by Hugh B. Cave
The Napier Limousine by Henry S. Whitehead
The Cairn on the Headland by Robert E. Howard
Did all that, found scans of the covers, resized them, uploaded them, the whole bit... then stumbled across;
Bloody typical! I've posted my list anyway for easy reference but the link above will give you a bit more information; what was a short story and what was a novella, series characters, and such (although they seem to have left out issue 6).
And, courtesy of Pulpgen, you can read "White Lady" by Sophie Wenzel Ellis as it appeared in that last January 1933 issue;
was revived by Wildside Press in 2003.