This trope seems to perfectly describe whatever the eponymous ship from Event Horizon encountered after activating its experimental faster-than-light drive for the first time. Although mainly hinted as being a place rather than a creature, the ship is at one point said to have become some kind of malevolent entity. Quotes such as 'Hell is only a word. The reality is much, much worse.' suggest this trope. At one point, a character gets first-hand experience of what is on 'the other side' and returns catatonic and suicidal, only managing to whimper rather ominously 'I saw things...' Allegedly, a lot of scenes were regarded as just too horrific and were sadly cut.
"Mr. Shadow" from The Fifth Element. Never really explained other than being pure death-bringing evil from deep space. He/it/whatever even returns every so often when the stars are right.
The evil room in 1408 is explicitly identified as never having been anything even remotely human.
Gozer the Traveller in Ghostbusters (1984), an interdimensional being who seems to have no fixed form of its own. It's taken the form of a "large and moving torb", a "giant sloar", and... the Stay Puft Marshmallow Man. Zuul and Vinz Clortho, Gozer's demonic dog disciples, have magical powers, but aren't quite at the Eldritch Abomination level.
Godzilla himself is this in Godzilla: Monster Planet. The film's protagonists spend the entire movie trying to take back the Earth from Godzilla after he and the other Kaiju forced humanity to abandon the planet 20 years before which, due to relativity, turns out to be 20,000 years back on Earth. They finally manage to pull it off - barely - but they quickly learn that what they killed was only a juvenile, and the original is now a 300 meter tall Leviathan that swiftly decimates the survivors in a matter of seconds. What's more, unlike in some previous incarnations, Godzilla's origins are never made explicitly clear, and it's hinted that things like Godzilla have ravaged countless planets and civilizations throughout time and the universe.
The first Hellboy film featured the Ogdru Jahad, depicted as a group of ginormous be-tentacled crustaceans inhabiting The Void outside the universe, as well as a tentacled monstrosity (referred to as Behemoth in the supplemental materials, though it was obviously based on the Ogdru Hem from the comicbook) that burst out of Rasputin's body and grew from man-sized to warehouse-sized in minutes.
The Kamen Rider Blade film Missing Ace gives us Jashin 14, an ancient creature which has existed since the beginning of time whose power is reserved for the winner of the Battle Fight. It's a gigantic creature with four arms and incredible power. That's not even mentioning its role in Kamen Rider Decade, where it takes over the world and forces everyone into 'peace' where violating the smallest rule results in being robbed of your free will.
Dionin, the D'Ampton Worm from The Lair of the White Worm. It seems to be killed easily for an E.A., but it always gets better. It also has a race of vampire Snake People feeding virgins to it so it stays well fed and hangs out underground a lot.
The vampire space-ship in Lifeforce fits the definition almost exactly. It comes from across the universe, turns out to be in fact alive, is utterly inhuman (although its servants assume human form for convenience), arrives to consume the planet, and the heroes have no chance in hell of defeating it. They merely manage to contain the destruction it causes, and it goes back unharmed to Halley's Comet to return in 95 years for its next feeding.
Most of the hallucinations and creatures in The Lords of Salem fit this description, most notably the antichrist.
Whatever it was that was impersonating Freddy Krueger during Wes Craven's New Nightmare. Its description in the film is really vague, except that it's ancient, enjoys hurting people, and can only be contained when a story captures its essence (which Freddy seemed to do). Minus the last part, it sounds a lot like Nyarlathotep.
Kagutaba from Noroi: The Curse. A chaotic entity once used as a tool by a village of shamans, it stopped cooperating at some point, forcing the villagers to perform an annual ritual to bind it underground. It has no definite shape (although its influence is felt everywhere), but when it manifests itself physically... well, let's just say it makes for one of the most jarringly scary endings of any film EVER.
The tentacle creature from the 1981 film Possession.
Although none directly appear in the Japanese version of The Ring, it's hinted that Sadako's mother had contact with such beings due to her psychic powers... and that one may have been Sadako's father, rather than the man who was believed to be.
Well, Mr. Towel says he's from the ocean, in any case.
Korrok in John Dies at the End is the source of all the monsters in the film and looks like a giant mish-mash of different animal parts with a giant red eye that is capable of reading minds and absorbing knowledge by eating people. Basically, it's a living computer created in an Alternate Universe where humans have developed Organic Technology (by mating different animals together) in the 19th century, which is why all those creatures look so weird. The during-credits ending implies that Korrok has attempted to invade other worlds as well. This is also mentioned by John at one point that Shitload (one of Korrok's creations) has once taken over a world in a matter of days. We are shown what looks like Earth being rapidly taken over.
In the Final Destination series, Death's real form is never seen and it is treated as an inhuman force of nature, its motives in causing such cruel deaths are inscrutible to all beings except itself, and it is so powerful and omnipresent that it can claim whatever humans it wants before directing its attention to some other corner of the planet.
In Altitude, the giant tentacle monster (nicknamed "Skythulhu") that lives in the clouds is a terrifying creature from beyond and periodically shows up to eat one of the helpless main characters.
The Omega Mimic from Edge of Tomorrow. It's utterly incomprehensible and alien (even the expert can't truly explain just what it is), its motives and reasoning are Blue and Orange Morality at best, and it can control time.
While one of them is used as the page-image above, the creatures in The Mist are only borderline examples; they are very lethal, both to each other and to humans, but they are ultimately biological entities that can bleed and die. One possible exception being the Behemoth, as no creature of such size could exist in Earth's gravity and atmosphere. It would be unable to move, and suffocate under its own weight.
Doctor Strange: Dormammu is a Multiversal Conqueror with no clear shape, older than time, and it's implied that it's part of the Dark Dimension itself. Its power is outright infinite and, with the very arguable exception of Thanos (and even he would only be a match if he collects the Infinity Stones), the most powerful entity introduced so far in this universe. To make matters worse, the Ancient One implies that Dormammu is only one of many such beings.
The entity in Resolution is never shown, reaction shots indicate that it's tremendously horrific and large (and pretty much appears out of nowhere), and it can apparently change reality at its whim including creating recordings of events happening in the past, present, or current future.
The gigantic entity that lurks below the mysterious radio station in AM1200. The viewer can only catch a glimpse of a single eye and a hungry, gaping maw.
The Angel of Death from The Prince of Egypt, the last and most horrifying of the plagues of Egypt. It appears as a mass of glowing smoke that emerges from what appears to be a dimensional portal and kills the firstborns of Egypt with a touch that steal away their breath.
The Void: Discussed by Powell. Some amoral entity from the other side gave him the means to bring people back from the dead, though certainly not the way they wanted. But while the tentacled monsters summoned from the Void are certainly creepy, the actual godlike Eldritch Abomination is revealed at the end to be a giant floating pyramid (the symbol of the cult), or at least that's the form that Daniel and Allison perceive it as.