CONAN AND THE EMERALD LOTUS by John C. Hocking is a fantastic story. It starts out in Shem and then details the journey into Stygia and the perils of the Stygian side of the border and the desert. The entire book takes place within Shem and Stygia.
CONAN AND THE TREASURE OF PYTHON by John Maddox Roberts (the beginning of the book takes place in Asgalun and is farly well detailed, but the action quickly shifts southward to the black kingdoms. A good book.
For Shem, some of Howard's Assyrian/Sumerian-inspired stories are "Black Colossus" (Conan), "The Children of Asshur" (Solomon Kane), "The House of Arabu", and "The Voice of El-Lil" (see here for which books have those stories). Someone better-informed can give you more.
*"Hawks Over Shem" (aka "Hawks Over Egypt") revised by L Sprague de Camp from latter title by Howard occurring in 11th century Egypt (Asgalun, the Pelishti capital, Shem); and the afore-mentioned *"Black Colossus" by Howard (good for descriptions of gods, various races and terrain) (takes place in Khoraja I think).[/list]
Get "Ancient Kingdoms: Mesopotamia" from Necromancer Games (it ships in a few weeks), written by yours truly.
Change "Mesopotamia" to "Shem" and you have a nice selection of people, places and plots; including hostile desert nomads, veiled sorcerers, ancient vampires, cursed ziggurats, haunted oases, sand-worms, and more!
As the module was written for standard d20, you may have to adjust the magic levels a bit to suit a Hyborian campaign, but I can assure you that the setting in the book has a very "Howardian" feel.