Although not signposted as such, Chambers made use of at least two Biblical quotations in The King In Yellow, one obviously and the other much more subtly.
"It is a fearful thing to fall into the hands of the Living God" is quoted from Hebrews 10:31 (see for The Living God more details); it is the source of the title of A Terrible Thing (terrible being an alternative translation for fearful, as initially used in the poem It is a terrible thing to fall into the hands of the Living God). The other quotation is a fragment that appears in The Prophet's Paradise in a reference to turning back by the Phantom of the Past, but is taken from Hebrews 10:39, in close proximity to the other, which reads: "We are not those who turn back and are lost. We are the people who have faith and are saved." This is quoted at the beginning of To The Tower, Childe Rowland.