The dimensional shambler is named only once, in "The Horror in the Museum," a tale Lovecraft ghostwrote for Hazel Heald. Bound and raving, George Rogers taunts his captive: "Coward—you could never face the dimensional shambler whose hide I put on to scare you—the mere sight of it alive, or even the full-fledged thought of it, would kill you instantly with fright!" Rogers claims to have skinned the creature and worn its hide as a disguise.
The story says no more. It gives no account of where the thing came from, how Rogers obtained its hide, or whether it was dragged out of another world—only that it once had a hide, and that hide became a costume. The single qualifier "dimensional" is all that marks it as something from beyond our own reality. "The Horror in the Museum" was written in 1932 and published in Weird Tales in 1933, the same tale that introduces Rhan-Tegoth.
Its horror lies in the absence of description. No shape, no behavior—only the flat assertion that to see it, or even to fully imagine it, is to die. It distills the Lovecraftian dread in which perception itself becomes fatal knowledge. That nothing remains of the creature but a hide worn as a prop turns the unknowable into a mere stage trick, leaving an unease larger than any monster shown in full.