Story by Ambrose Bierce (first published in Wave (San Francisco) January 24, 1891, also published as part of Tales of Soldiers and Civilians & Can Such Things Be?).
Haïta is a naive shepherd who prays at the shrine of Hastur, god of shepherds, and knows nothing of his origin. When great storms threaten to drown the cities of the valleys, he threatens to abandon his worship, blackmailing Hastur into saving them by transforming the water into the sea. He cares for a holy hermit living an hour away and he enlightens him as to the identity of the maiden he has met – Happiness. Sadly, he never has her for more than a moment...
This story is the ultimate source of the name Hastur, which has gone on to take a much greater significance, though much altered in context, in The Hastur Mythos in general and in The Cthulhu Mythos.