I recently stumbled upon the Irish writer Lord Dunsany's books "A Dremer's Tales" and "Gods of Pegana" and particularly the latter's strangely familiar pantheon.

A few deities of Pegana:
Mana-Yood-Sushai. The chief of the gods of Pegāna is Mana-Yood-Sushai, who created the other gods and then fell asleep.
- first would be obviously Anu, the Dreamer. He will also "make again new gods and other worlds, and will destroy the gods whom he hath made."
That sounds very much like Padomay/Satakaal or Alduin.

Skarl the Drummer
- Closest thing that comes to mind is Lorkhan, the Doom-Drum. Skarl made a drum and began to beat on it in order to lull his creator to sleep; he keeps drumming eternally, for "if he cease for an instant then Mana-Yood-Sushai will start awake, and there will be worlds nor gods no more."
- Lorkhan/Shor is known to stop Alduin from eating the world. Shor's Drum is obviously his Heart. Not quite the same thing as Skarl beating his drum as a lullaby, but the connection is there.

Triboogie(!), the Lord of Dusk.
- Azura comes to mind.

Trogool, neither god or beast.
- Trogool is the mysterious thing, sat at the very south pole of the cosmos and whose duty is to turn over the pages of a great book, in which the very history writes itself every day until the end of the world. The fully written pages are "black". Trogool is the Thing that men in many countries have called by many names, IT is the Thing that sits behind the gods, whose book is the Scheme of Things.
- Closest deity in the ES lore would obviously be Hermaeus Mora, who is apparently "older than Time"

http://en.wikipedia.org/wiki/The_Gods_of_Pegana

So Viltuska, why the [censored] did you bring this up for?
- Because I haven't seen it mentioned yet, and there are several allusions to gnosticism and mithraism made in the ES lore already. So perhaps some newer connections aside from Tolkien should be acknowledged too.

So, has anyone here read Lord Dunsany (I haven't). I'm wondering if his works have influenced ES lore in a more extensive scale.

Looking it up (as I haven't read him either), there are definitely some similarities. However, I think that they're mostly coincidental because a lot of the gods he seems to have come up with also seem to have similarities to gods from other real-world religions. I can see how they sound really close to how the gods of the Elder Scrolls are written, with the vague descriptions of what they do related to actions (From the Wikipedia page: "Roon, the God of Going"), but that could just be a stylistic similarity because both he and the Elder Scrolls lore people are trying to make their gods sound "godly". I'm not saying that the Elder Scrolls divine lore ISN'T inspired by it, I'm just saying that I think it's unlikely. Besides, Hermaeus Mora in particular has always struck me as a bit of an homage to the H.P. Lovecraft pantheon (which we know that Bethesda likes considering they made a quest in Oblivion and a quest in Fallout 3 based off his stories).

Actually, H.P. Lovecraft took a lot of influence from Dunsany. I guess the only person who can tell if there is any connection is probably MK himself. Some of those gods also remind me a lot of the Yokudan pantheon.

I would be surprised if MK wasn't familiar with Pegana, although correlations to it in TES lore may be them drawing inspiration from the same sources.

I came into this thread expecting a discussion on an in game text. I leave needing to find a book to add to my collection on religious texts.

As far as your question is concerned.
We all know that TES lore is heavily (if not exclusively) influenced by our world. This book may very well have played its part... along with every Neolithic and pre-Neolithic pantheon that we have rediscovered.