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.
Gozer the Traveller in Ghostbusters, 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.
Many of the monsters from the Godzilla films have the potential to be this including:
Destroyah is this in spades. He's basically a colony of mutated organisms that form a who being. Every time he is badly damaged he mutates into a more powerful form. Even creepier is the fact that his first form basically resembles a giant horseshoe crab.
Biollante definitely has strong aspects of one too; she's a huge Godzilla-plant amalgam that has multiple souls and the ability to change its physical form from a mostly harmless (for a kaiju) flower into a gigantic, terrifying monster that defies description and is able to battle Godzilla to a standstill.
Space Godzilla is this in respect to the otherworldly nature of many eldritch creatures. While he has most if not all of Godzilla's abilities what with him being a mutant clone and all, he also has a few powers that mark his extra-terrestrial origins such as flying (yes a FLYING godzilla) channeling energy and encasing himself in crystal.
Orga is not only an alien being but it also absorbs DNA and takes on some of the attributes from the sampled DNA. It also has the ability to adapt to any environment.
Hedorah BIG TIME. Not only is Hedorah from space but it's body is a mass of dangerous non-solid materials. It's basically a giant toxic blob monster that can alter it's physical makeup and change from a gas to a malleable solid form. Think Muk from Pokemon but a thousand times bigger and a million times more horrifying.
Bagan is a creature that can change it's form to heal itself completely. When it decided it couldn't defeat Godzilla in any of it's previous forms, it decided to USE ALL OF THEM. Picture the Thing in an amalgam form and scale that up to Godzilla size.
Godzilla himself qualifies, considering he started as a dinosaur and then was twisted into a walking nuclear holocaust.
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.
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.
The Black Monolith from 2001: A Space Odyssey. Think about it: it's a thing of Alien Geometry, a perfectly-proportional inert black slab that may or may not exist across multiple dimensions. It's unfathomably powerful, capable of uplifting living beings to sentience. It operates on a moral code that no mortal being can comprehend. And it's either incapable or unwilling to directly communicate its intentions to humanity. Although it's more benevolent on the whole than most examples, strictly speaking it does quality.