In Baccano!!, the "demon" summoned on the Advena Avis, Ronnie Schiatto, is heavily implied to be closer to this than an actual demon. It's also implied that he Was Once a Man.
Berserk has The Idea of Evil, who created and rules over the Godhand. That being said, they subvert the aspect of a traditional cosmic horror in that, unlike the normally unfeeling monstrosity you expect, they are intimately connected to and interested with humanity. Thisisn't agood thing.
Raphaello from B't X is a homebrew version of this: amorphous, constantly growing, Nigh Invulnerable, and assimilating everything in its path.
"The Invisible Thing" sealed inside Touma, which is released if his right hand is ever cut off. Whatever it is, it is so powerful that a guy claiming to be more powerful than God was terrified of it, and nobody in the world seems to have any understanding of what it is, except maybe Aleister Crowley, and he's not telling.
DRAGON, aka Aiwass. It looks sort of like an angel, but it sure doesn't act like one, nor talk like one. All that is known is that it is an infinitely powerful, immortal, and incorporeal existence. It has only been attacked once, by Accelerator, and it stomped him flat in no time with its unconscious defenses. Even Accelerator admits that he has no idea exactly what it did to him when it attacked.
The Destroyer. Born from the Fusion Dance of two powerful beings, it has no sense of self or even attachment to life and expelled all of its emotion when it awoke, which was described as "life itself spilling out" by one of the spectators. Its true form is a black, shapeshifting tar-like mass of bodies that sucks out the life from anything it touches, and its energy is described as otherwordly and overwhelming. It also shoots things that either infect those they hit or turn into monsters.
Priscilla, the strongest damn thing in the whole setting. In 3'rd Extra Chapter Rigardo observing Priscilla came to realization that her physical body (including her demon form), as absurdly powerful as it is, is little more than a shell that merely contains an infinite chaotic raw power waiting to be released. On rare occasions when we see her damaged a mass of deformed tentacles pours out from the wound to devour everything in their path before reforming as the missing body part.
The D-Reaper from Digimon Tamers, a data-disposal program that got plugged into cosmic power. To fulfill its objective, a null-state for everything, it mutated into more and more alien forms, all inspired by the Cthulhu Mythos (mixed correspondingly with designs of the Angels from Evangelion). Unique in that it got worse when it became aware of humans as entities; it tapped into the agony and pain of one little girl, amplifying and becoming The Heartless and quite, quite insane by anyone's standard. It is both artificial and technological in origin, which is extremely rare.
Guilmon's first Mega form, Megidramon◊. Guilmon started off as a friendly kaiju, but his 'natural' 'Mega' form is such an abomination that its very existence tears apart both the digital and real worlds. (Megidramon is one of the most powerful Digimon in any of the digital universes).
Apocalymon from Digimon Adventure, a twisted mutant whose body is attached to an enormous geometric planetoid, and is composed of the data of Digimon who died failing to digivolve. He also seems to reside outside the Digital World proper (coming from beyond the "Wall of Fire") and his very presence in the Digital World warped it, causing its time to flow at a different rate to the Real World and also causing the creation of powerful evil Digimon.
The Digimon Adventure 02 episode where Kari gets taken by weird fishlike Digimon to the Dark Ocean is a rather obvious reference to the Mythos. They want to give Kari over to their master, Dagomon (who, despite being seen only as a shadowy form, is eerily similar to Cthulhu), and when she refuses, those fish Digimon change into shadowy... things that may not be Digimon at all. Well, the episode just happens to be named The Call of Dagomon.
Others include as Chaosmon, Chronomon Destroyer Mode, and Lucemon.
The virus-infected Cherubimon from the Supreme Evolution! The Golden Digimentals movie (or the final part of Digimon: The Movie, if you prefer), a psychotic mass of hate whose sheer existence warps space and is capable of bending time to his will. He is capable of regenerating virtually ad infinitum, and his insides are a chaotic pulsating mass of... something... filled with black spheres which represent the virus infecting him. Oh, and he's capable of appearing inside his own body somehow.
Arkadimon from Digimon V-Tamer 01. It can't talk, only making creepy sounds, is far more powerful thananything of its own level, and evolves much more quickly than it should by absorbing all of other Digimon's data.
Millenniumon takes the Digimon cake. It started out as a fairly standard, if super powerful, fusion of two ordinary digimon, but quickly transformed into some bizarre Energy Being Dragon thing that is pulsating out of a rift with a few rows of data keeping its power in check. It was so enormously powerful that the entire digimon multiverse (that includes all the seasons, games, and manga) was about to be conquered or destroyed, depending. The only way they beat it was it willingly choosing to trap itself by fusing with a weaker digimon.
Majin Buu. This bizarre pink genie creature has terrorized the universe, cowed the gods themselves, can transform you into conscious food while eating you alive, or absorb you by using its own malleable flesh to break off and consume you as it reintegrates with him and transforms into a new form, taking some of the traits of the victims (this happened to God), and, sufficiently enraged, he can tear down dimensions.
Janemba, a demon that was created by the pure evil energy of all the souls who have gone to hell from the last thousand years. He transforms from a Chaotic Neutral childish Reality Warper to a Chaotic EvilOmnicidal Maniac, similar to kid Buu but in a big red devil form. His power is so great he was able to transform hell into a sugar bowl.
Pride, when he isn't masquerading as a little boy, is a colossal mass of shadows filled with eyes and mouths, often morphing into innumerable Combat Tentacles, that could only be damaged by essentially straining him through the Gate of Truth. Gluttony is a "fake" Gate of Truth, essentially a black hole that can suck in an infinite amount of matter (there's a reason he's hungry all of the time). Envy seems to be this, with a One-Winged Angel form that resembles a huge chimera covered in the screaming faces of the people who make up his Philosopher's Stone, but his true form is small and pathetic.
Their creator, Father, even more so. He originally looked like a black blob with eyes in a flask. Then he got a copy of Hohenheim's body that was actually a living Philosopher's Stone made of hundreds of thousands of souls. Then he turned into a living blob of shadow covered with eyes and mouths that assumes a mostly human form. Then in Chapter 104, after activating the nationwide transmutation circle and absorbing the souls of everyone in Amestris, Father transforms into an immense, nightmarish creature, which he uses to rip the Gate of Truth from the sky and cross the Bishounen Line to become a Physical God.
The Gate of Truth, which is a giant floating Necronomicon with a giant eye inside that spews black tentacles and that gives eldritch lore in return for sacrificing your limbs or others' souls. It's guarded by a being that calls itself the Truth, which appears to be nothing more than an empty white void in the shape of you... Unless you go through the gate and are forced to pay a toll, in which case he begins to fill himself in with your stolen body parts. Every time Ed sees The Truth, it has his arm and leg. Add the constant too-wide grin and he's unnerving in his own way.
Getter Robo: A Humongous Mecha work of Ken Ishikawa gave us another eldritch abomination. It is immensely powerful. Its sheer size dwarfs planets. Its mere passing destroys worlds. It is told it is able to devour a whole universe. One single beam of its can blow to cosmic dust a planet and its fist can crush tears in the fabric of time-space. Vast armies have tried destroying it, only to be easily obliterated in turn without even managing to damage it slightly. Its name? GetterEmperor, the final evolution of Getter Robo.The narration goes as far as to state: "The voice that quakes the universe itself was indeed that of Ryoma Nagare"
Taken as canon, the axed manga that would happen in between supplies plenty of reasons for the sequel's scenario. If the creatures so far are mere space antibodies, then the Great Attractor turns out to be the conscious will ofthe universe. Being able to crush star systems with a thought is bad enough, but its body exists on a higher dimension that humans and their technology cannot perceive through. And it has long ago shed that to become God knows what.
The manga Hakaiju appears to be a condensed collection of different alien atrocities wrapped together in one Cosmic Horror Story in the form of a mysterious earthquake that leaves high school basketball player Takashiro fighting for his survival. The first chapter has the unlucky protagonist encountering what is a writhing mass of alien, three-fingered hands with biting mouths at their tips which, as later panels shows, are only appendages of the least menacing ones. And thereare creatures like this.
The Data Integration Thought Entity, Yuki's boss, is a non-physical data lifeform that exists outside of normal space-time. It lacks the ability to communicate with language, so it created Humanoid Interfaces to interact with humanity on its behalf. Its goals and motivations are unclear, despite Yuki's attempts to explain, only that it is interested in Haruhi Suzumiya. Yuki also mentions that any human who sees it would die of information overload.
Then you've got the Cloud Canopy Domain, a data lifeform similar to Yuki's boss, but completely alien and unknowable even to them. Their first attempt at a conversation involved trapping the Brigade in a pocket dimension, and they eventually create a truly alien Humanoid Interface that makes Yuki look like a perfectly normal Genki Girl. At least the Data Overmind's interfaces can pass for human most of the time; Kuyou Suou is so profoundly inhuman that normal people simply will not acknowledge her existence unless forced to.
The Celestials are giant glowing blue manifestations of Haruhi's frustrations with the world. They appear only in her "closed space", and serve no other purpose than to destroy everything in the surrounding area. If left unchecked, the closed space expands, and could destroy the universe
Heck, even Haruhi and Sasaki herself could be an example, if she's not an outright Physical God.
Heroman has Vine Monsters in one episode that seem to evoke this trope; as it turns out, the Vines are of Alien origin and a part of the Big Bad, Kogorr, who is himself an Eldritch Abomination when he's gotten the spheres he sent back to himself; he's also eaten several worlds, and we're shown the worlds he had consumed.
Magical Girl Lyrical Nanoha A's has the Darkness of the Book of Darkness, an immortal, dimension-hopping, dimension-breaking, constantly morphing, bio-mechanical monstrosity that appears when you fill up all 666 pages of the Book of Darkness. If you manage to temporarily kill it, it will only rejuvenate in another dimension, where it will tempt another mage to fill up the pages of the Book of Darkness again, allowing it to be unsealed and go on another rampage. Magical Girl Lyrical Nanoha Vivid showed through flashbacks that, during the time of the Ancient Belka War when it was most active, doomsday cults worshipped it as a god. However, when we actually see her personality she's shown to be a Woobie, Destroyer of Worlds, literally. Her original programming was corrupted, and she can't control her own actions, making her a more benign example.
Naruto: The Ten-Tailsnote also referred to as the One-Eyed God, Daidarabotchi, Datara, or Shinju is so immensely powerful even the other Tailed Beasts consider it a monster. Like them it is formed of pure energy, but unlike them it lacks any emotion or ideals. The Big Bad's plan is to revive the Ten-Tails by sealing the Tailed Beasts, who were created from its chakra, into the Statue of Outer Sealing, the Ten-Tail's body. It is revealed that the Ten-Tails was created when Kaguya fused her body into the Shinju, infusing it with her desire to claim all chakra for herself.
The Rebuild films turned Ramiel and Sahaquiel into this. The former is living geometry that goes through multiple impossible transformations that are mind-boggling to watch, while the latter is a gargantuan thing with several bizarre forms, and both of them scream when they attack.
Adam and Lilith (the progenitors of the Angels and humanity respectively) are leagues above the Angels and EVA. The former's mere awakening killed off half of humanity and terrified the survivors so thoroughly they thought the EVAs were a good idea, and the awakening of Lilith, as seen in End of Evangelion, was such pure Mind Screw that it surpassed everything else seen in the series combined, and even screwed with our real-life psyches. By extension, this makes Kaworu and ReiHumanoid Abominations.
Pokémon: Toned down some from the games' Pokédex descriptions, but some of the Pokémon remain delightfully creepy.
Walpurgisnacht breaks the established laws of witches. It doesn't even need a labyrinth and can apparently yank skyscrapers into the air just for the hell of it. It took everything Homura could throw at it without a scratch, and in all the previous timelines defeating it was either impossible or came at a terrible price.
Kriemhild Gretchen is a gargantuan tower of shadow that reaches far into the sky, and after 10 days will absorb all of humanity into its barrier. It is explicitly the most powerful witch ever, formed from the Magical Girl that one-shotted Walpurgisnacht, and it's mere birth provided enough energy for the Incubator to satisfy its quota for the entire planet.
Ultimate Madoka is a benevolent example in the same vein asGod. She is less a being and more an abstract concept, referred to as The Law of Cycles, powered by "multiple universes" all centered around her in a singularity, and when she was born she deleted a law of physics and rewrote the multiverse, past present and future, to insert herself as a fundamental force of all universes, absorbing the full karma of existence's suffering to prevent Magical Girls who suffer despair from ever witching out and instead sending them to Heaven.
The end of Rebellion gives us Akuma Homura. She imprisons Ultimate Madoka, conquering existence and rewriting it to her designs as a paradise with an amnesiac Madoka as her pet.
The Big Bads of the first, second, third, and fifth story arcs of Sailor Moon: Queen Metalia, Death Phantom, Pharaoh 90, and Chaos. Pharaoh 90 and Chaos are even closer to this trope in the first anime; the manga allowed them to speak at least, but the anime took away any human features, making them completely alien and unknowable.
The Noise from Senki Zesshou Symphogear - they have multiple forms, seems to be made of soild light, annihilate their victims by just touching them, are capable of combining, and the only thing that can kill them is Symphogear users, because they resonate with Noise, forcing them to obey the laws of physics.
Great Old Ones are this or Humanoid Abomination in appearance. They're anthropomorphic personifications of madness of various kinds (i.e order/rule of law, terror, power, rage, knowledge). Asura is likely 'terror' and Eibon 'knowledge'. Shinigami and Kid are both 'order'. Excalibur represents Rage.
Kishin Asura, before he puts his skin back on. Also, Asura's superpowered, gargantuan form that he gets after he eats Arachne's soul. Fitting, as he IS the aforementioned Great Old One of the madness of terror.
Star Driver: Samekh. Sure, it's a Humongous Mecha, incredibly big even when compared to other Cybodies and scary looking, but that's far from being worthy the name of Eldritch Abomination, right? Well, it's of alien origin, sentient, and capable of resisting its Driver's will. It can destroy most Cybodies effortlessly, and those who are already broken can be resurrected as its slaves. It was sealed in Another Dimension by using four powerful Maiden Cybodies, and once it breaks free, it will consume Earth's entire life force, killing every single life form on the planet. It can also control time and space at full power.
The Anti-Spirals, having godlike powers, allowing them to break up laws of physics, create living battle ships as they want, create power-draining oceans in the middle of space, or trap people into a Lotus-Eater Machine at will, live in their own pocket dimension they created, create galaxy-sized Humongous Mecha at an instant, without using Spiral Power, and having very creepy forms, similar to a Living Shadow, with the Anti-Spiral King resembling a living chalk drawing. In a slight subversion they are beings of order, or at least see themselves as such, and they were originally a normal race that evolved into an ultra-powerful Hive Mind.
The eponymous mech. It can only exist in a special space between dimensions, is impossibly large, and both it and the Grand Zamboa are able to weaponize galaxies. It's a giant robot that doubles as an Energy Being.
Yaiba has Princess Kaguya's true form, which looks like a colossal, black blob with many hydra-bunnyish heads and huge grins. Then there's Yamata no Orochi, who is an 8-headed, JAPAN-SIZED dragon that can erase whole countries in a matter of seconds.
Both the Orichalcos stones in the Doma arc, and the Light of Ruin that the Society of Light in Yu-Gi-Oh! GX's second season is built around, are Eldritch Abominations that were born from spatial phenomena and have no purpose but to doom the universe under their whims. Even Judai's Neospacians reminded him that the Light of Ruin was a literal danger to all the cosmos.