Dholes are a race of incredibly huge worm creatures. Little is known about these creatures, not even their planet of origin. It is likely they are related to the Bholes that dwell in the Dreamlands, in the Vale of Pnath. Their most documented appearance is in the H.P. Lovecraft story "Through the Gates of the Silver Key". In that story, the Dholes are shown living on the world of Yaddith and slowly eating the planet away through tunelling.
They are highly carnivorous, and despite the magical and technological skill of the native Yaddithians, they were forced to abandon the planet to the Dholes after hundreds of years of fighting them. It is implied that the Dholes follow the Yaddithians wherever they go, though that seems unlikely. No Dholes are known to exist on Earth, as they would surely cause the slow death of the planet.
In The White People by Arthur Machen, whom Lovecraft admired, there is mention of "Dôls", but no description is given. In The Illuminatus! Trilogy, both the Dôls of Machen and Dholes of Lovecraft are mentioned as being references to mythical creatures associated with the Illuminati. In "The Hounds of Tindalos" by Frank Belknap Long, the Hounds of Tindalos are said to be allied to Doels, who aid them in gaining access to their victims; whether or not these are the same as Dholes is uncertain.