Found this interesting article on what REH works are in the public domain -as with HP Lovecraft, almost everything published during his lifetime or shortly after certainly is, and has been for a long time, but it gets messier with works that weren't published until the 1960s or later:
http://www.robert-e-howard.org/AnotherThought4ws02.html
http://www.robert-e-howard.org/AnotherThought4ws02.html