I read "The Lost World" about a decade ago and didn't realize that there were additional Challenger tales, but once I got a Kindle I discover this complete omnibus. I really enjoyed "The Lost World", but as I read each tale, the quality started to diminish. Here follows my review on each volume:
THE LOST WORLD, the first Challenger story and the best. It introduces the indomitable Professor Challenger, who swears to have found prehistoric beasts on a lost plateau in South America, unfortunately he has no proof. He challenges fellow scientific rival, Summerlee to join him on a mission to return to this Lost World, he also enlists the big game hunter Lord Ruxton and reporter Edward Malone.
The adventure is different from the movies, but it's still interesting, and they find a tribe of primitives and some man-apes. But when they return to London, they do have proof that there are dinosaurs still alive, but it's not what you think! Still lots of fun.
THE POISON BELT, an elongated short story about a cosmic belt that has entered the earth's atmosphere which starts to dissipate all breathable oxygen, sending everyone to an unconscious stupor. Challenger enlists the same crew from the Lost World to come to his house, with each bringing a tank of oxygen. We are introduced to Challenger's wife. Slowly the world is covered by this belt, and they can see people dropping to the ground in mid-step. Luckily they are spared some time since they have their own supply of air, hoping to find a solution in time. It would have been more effective if this was half its length, it just goes on and on.
THE LAND OF MISTS. The Professor's wife has passed on and Challenger mourns for her. Malone who is now in love with the Professor's daughter, tries to get him out of his funk. He begins paranormal research to discover ways to talk to the dead wife. He visits psychics, mediums, haunted houses, and the such. This novel goes on far too long and detours to a subplot of the poverty in old London. This is the least interesting of all the stories.
THE DISINTEGRATION MACHINE a light-hearted short story about time travel. It has an O. Henry type of ending.
WHEN THE WORLD SCREAMED. A short story that was rather predictable and not that interesting.
I definitely recommend the Lost World, and some of the shorter ones. But unless you're a completist, I'd stay away from "The Land of Mists".