Time to bump this thread with some rare REH goodness.
Strange Tales was a short-lived rival to Weird Tales that popped up in the early 30's and lasted for seven issues. Most of the WT regulars like REH, Clark Ashton Smith, Hugh Cave, Frank Belknap Long, and others wrote for them before they finally folded. Issues from this title are much, much scarcer than their WT counterparts from the same time.
This issue from June 1932 predates "The Phoenix on the Sword," the first Conan story by several months, but it contains the REH story "People of the Dark," which stars a black-haired, sword-wielding barbarian named Conan of the Reavers. This Conan is from the historical dark ages rather than the Hyborian Age, but he can certainly be seen as a proto-type for Conan the Cimmerian.