Phallism and Phallicism 
In addition to the works to which he affixed his own name, Jennings is thought by some researchers to have written a number of anonymous volumes in the privately printed "Nature Worship and Mystical Series" series, and possibly also to have written under the pseudonym "Sha Rocco."
As Jennings made clear in several of his books, he used the word "phallic" in its non-gendered sense, meaning "having to do with the sexual organs"; thus he included worship of the female genitalia under the heading of "phallic." In later editions he reluctantly acceded to popular (although incorrect) usage and called his subject "phallicism."
Blavatsky affirms that “It is quite true that the origin of every religion is based on the dual powers, male and female, of abstract Nature, but these in their turn were the radiations or emanations of the sexless, infinite, absolute Principle, the only One to be worshipped in spirit and not with rites; whose immutable laws no words of prayer or propitiation can change, and whose sunny or shadowy, beneficent or maleficent influence, grace or curse, under the form of Karma, can be determined only by the actions--not by the empty supplications--of the devotee. This was the religion, the One Faith of the whole of primitive humanity”, and offer her readers her own thesis on the birth of phallicism, as well as what she sees as the proof of her assertion.
Books by Hargrave Jennings 
- Indian Religions, or Results of the Mysterious Buddhism (1858)
- Curious Things of the Outside World: Last Fire (1861)
- The Rosicrucians: Their Rites and Mysteries (1870)
- Live Lights and Dead Lights (1873), One of the Thirty, a Strange History (1873)
- The Obelisk: Notices of the Origin, Purpose and History of Obelisks (1877)
- Childishness and Brutality of the Time (1883)
- Phallicism, Celestial and Terrestrial, Heathen and Christian (1884)
- Charon: Sermons from the Styx: a Posthumous Work by Frederick the Great (1886).
Books by Sha Rocco 
- The Masculine Cross and Ancient Sex Worship 1874; reprinted in the "Nature Worship and Mystical Series 1890
- Sex Mythology 1898 (This was published after Jennings' death, but may be a reprint of earlier writings.)
The anonymous "Nature Worship and Mystical Series" 
- Phallic Worship (1880)
- Phallism: A Description of the Worship of Lingam-Yoni (1889) Reprinted as Phallicism (ca. 1890-91)
- Ophiolatreia: An Account of the Rites and Mysteries Connected with the Origin, Rise, and Development of Serpent Worship (1889)
- Phallic Objects, Monuments, and Remains (889)
- Cultus Arborum: A Descriptive Account of Phallic Tree Worship (1890)
- Fishes, Flowers, and Fire as Elements and Deities in the Phallic Faiths and Worship (1890)
- Archaic Rock Inscriptions: an Account of the Cup and Ring Marking (1890)
- Nature Worship: An Account of Phallic Faiths and Practices (1891)
- Phallic Miscellanies: Facts and Phases of Ancient and Modern Sex Worship, as Explained Chiefly in the Religions of India (1891)
- Mysteries of the Rosie Cross, or the History of that Curious Sect of the Middle Ages, known as the Rosicrucians (1891)
- See H.P. Blavatsky article, Buddhism, Christianity And Phallicism (“THEOSOPHICAL ARTICLES” By H. P. Blavatsky, The Theosophy Company, 1982).
- An appreciation of Jennings by a modern occultist
- A descriptive bibliography of the privately printed "Nature Worship and Mystical Series" series of books attributed to Hargrave Jennings by catherine yronwode