Is the antagonist evil or uncaring on a cosmic scale? We're talking a Big Bad who is capable of destroying humanity, planet Earth, the universe, or all three and doing so with very little or no preparation and/or intent, and with about as much effort as it takes to swat a mosquito that's landed on your arm.
Is the attitude of the antagonist towards humanity disregard, simple pragmatism, or incidental hatred? (A godlike antagonist that actively hates humanity and its works is more in line with Rage Against the Heavens or God Is Evil.) Does the antagonist have a worldview and motivations that doesn't really seem to take humanity into account? Are the motivations of the antagonist difficult to explain using human terms?
Hellstar Remina, features an enormous sentient planet coming to Earth and wreaking indescribable horror upon it. Then it EATS the Earth as if it was an appetizer before continuing on its way, presumably to eat more celestial bodies.
Also Uzumaki, by the same author. A town is built on top of an impossible spiral structure, which proceeds to cause increasingly horrible things to happen before absorbing the entire town. It has done so countless times before and will do so countless times again.
Bokurano, a deconstruction of different focus than Evangelion, yet similar to it: Something is making you fight in its super robot against other super robots, to decide the fate of the world and infinite numbers of other ones. Why? You will never have the slightest idea.
The manga features one attempt at an explanation, but it really doesn't help make anything better: The Multiverse has a virtually infinite number of parallel universes constantly springing from slight divergences, but this apparently puts a strain on existence, and so the giant robot battles happen to be a "defense mechanism" to get rid of most universes with not enough divergence with each other. It's a whole new level of cosmic insignificance.
Sailor Moon: Sailor Stars, the last arc of the anime, reveals that Sailor Senshi exist across the galaxy and have all been engaged in an epic battle against evil. Sailor Galaxia, one of the strongest warriors, has been exterminating entire planets so that she can collect Star Seeds, which are souls. Galaxia is said to have wiped out 80% of the galaxy.
Chaos is also the true evil in the anime as well. In the manga, it is also the true power behind every other major villain in the series. The Sailor Senshi exist to fight it, and will likely be fighting it for eternity.
The canonical manga Interquel that was never published would put both GunBuster and DieBuster in that territory, with revelation that, long story short, the Universe is one big Eldritch Abomination, the Space Monsters are its immune system and humanity can do nothing but desperately fight for survival, sacrificing their weapons and champions in the process.
The Myth Arc of Tengen Toppa Gurren Lagann eventually reveals that the mere existence of Spiral Power, which the protagonists use and abuse all the time, is a threat to the very stability of reality, the Anti-Spirals thus determined to create their own, smaller scale Cosmic Horror Story in an attempt to stop it.
Grant Morrison's Zenith mainly fought the Lloigor, shapeless body-stealing beings from beyond time and space who can consume reality. Turns out they're actually the first-generation superheroes who "self-evolved" into Reality WarperGods and subsequently went mad with power, but were forced to live outside normal space-time since their own universe was too fragile to hold them. And they want back in. Badly.
A Donald Duck comic, The Call of C'Russo, of all things, features this as its story. Donald tries out for a singing competition organized by a renowned musician, and gets successfully recruited by having his voice altered by an apparent twin of this musician. It's later revealed that the entire world is actually the dream of Ar-Finn, a primordial cephalophoid monster which slumbers in an ancient city at the bottom of the sea. The two twins are manifestations of the monster's conflicting subconscious desires to either continue sleeping or wake up (which Donald's voice will make it do). When the creature does exactly that, the rest of the world vanishes as it no longer creates the world-dream, and everything in its vicinity shapes itself into its image, resulting in Donald and his nephews growing tentacles and stick eyes. It's eventually put back to sleep, but the story ends on a rather dark note as Donald contemplates everybody's existence as mere parts of the creature's imagination.
The notorious work of indie comics artists Al Columbia and Hans Rickheit and, at times, Edward Gorey.
It's still uncertain whether Hellboy and B.P.R.D. are this or Lovecraft Lite. It appeared at first to be the latter, but the monsters are getting nastier, and Hellboy is getting increasingly desperate.
There was an Anthology Comic series from Vertigo called Flinch. In one story, a massive fan of Lovecraft eventually grows up with the realization "We don't deserve monsters" and loses all wonder of creatures out there.
Both Marvel and DC have elements of this. For Marvel, anytime Galactus shows up, and for DC, anytime Starro shows up. Many Crisis Crossover events are this too.
The Thanos Imperative was a storyline where the main Marvel Universe was invaded by the Cancerverse, a version of the Marvel universe where every living thing in the universe was made immortal by Eldritch Abominations (and turned into hideous tentacle-beard monsters in the process) and got too full.
The Sandman stories focus on abstract beings of incomprehensible power and age that govern the whole of reality, and where supernovae exploding and wiping out solar systems of intelligent life are so common that they only mention them in passing. An example of a more Mind Screwingly surreal Cosmic Horror Story is A Tale of Two Cities, which is told in the manner of a Lovecraftian ghost story and has a man become lost in a city's dream (ie cities have a sort of collective personality shaped by their inhabitants, and if they have a personality, why can't they dream? In the Sandman universe, this sort of logic applies to many of the anthropomorphic personifications and their realms) and meets a man who has been lost there for countless years, but still prefers the possibility of wandering through the city's dream to the alternative: "That the city should wake. That it should wake and-" but he gets distracted before he can tell us what might happen if a dreaming city woke up.
In A Dream of a Thousand Cats it is shown that if enough people dream the same thing at once (and it's not a large number, only a thousand or so) they can not only directly change the physical world, they can change history so that the world has always been in its "new" form, and the "old" world not only ceases to exist, but is Ret Goned from the entirety of history so that it never existed at all.
The fact that the Dreaming is a place inhabited by sentient creatures makes the end of A Game of You where Dream uncreates the skerry (a land that is apparently as vast and heavily populated as a country) a true Biblical apocalypse for its inhabitants. The fact that he quite casually confirms that he could recreate the land and resurrect the inhabitants exactly as they were before if he chose to adds an almost Religious Horror to it, as it shows just how powerful he is, and how insignificant sentient beings are in comparison.
There's also a story where Haroun-al Rashid makes a bargain with Dream to preserve his perfect, magical city from the inevitable ravages of time by giving the entire city to Dream to take into his realm and preserve it forever in his stories. The story is relatively Lighter and Softer compared to some of the others (which tells you quite a lot about them!), but it still involves a real city being effortlessly transformed into a fantasy by the protagonist of the series.
At the same time, one of these abstract beings (Morpheus himself) claims that he and his siblings are merely the servants, the dolls, of mortals. For better or for worse, mortals are the dominant power in creation.
The Touhou fanfiction Imperfect Metamorphosis moves further and further into this trope with each chapter. Not even the most powerful denizens of Gensoukyou, working together and using their most potent attacks, do more than inconvenience either Yuuka or the Shadow Youkai, some of them barely surviving the encounter, with retribution being swift and terrible. Furthermore, Yukari casually notes that she deals with similar - though not quite as bad - situations on a regular (for her) basis, and several characters, including Yuuka herself, states that there are far worse things out there.
Star Wars Paranormalities is relatively normal until the Forceless Collective - creatures described as dead spots in the Force - enters the scene, although it's still closer to Lovecraft Lite since the heroes don't usually have any problems defeating these things and the rest of the story is a relatively light-hearted Deconstruction Fic. However, they are still taken very seriously. First off, it's suggested they've already conguered several galaxies prior, and they are capable of possessing other creatures (and the victims are consciously aware of it), often forcing the heroes to kill otherwise innocent people. The first encounter with the Collective: the heroes are forced to escape from the planet they are invading, only saving a small percentage of the population from annihilation or possession along the way.
Friendship Is Optimal eventually turns into a cosmic horror story when exploring the ramifications of a benevolent A.I. whose safeguards and restrictions are only mostly right.
The Thing from Another World has elements of this as well, with the monster being an alien unlike anything on Earth (apart from its humanoid appearance) and a being who is nearly impossible to destroy. The main narrative comes off more as Lovecraft Lite, but it's implied at the end that there's more of those things out there, and they may come attack again at any time.
Possession, a film by Andrzej Zulawski which maps Cosmic Horror Story onto a disintegrating marriage.
The Vanishing On 7th Street gives us a phenomenon that can consume entire cities. Darkness becomes a sentient, malevolent force that hunts down and absorbs everyone it can, leaving only Empty Piles of Clothing and turning those it snatches up into shadows in its thrall. Light can keep the shadows at bay, but becomes harder and harder to sustain the longer the phenomenon is active, and the daylight hours grow shorter and shorter. There is no reason or explanation for this phenomenon, only the growing, desperate sense of inevitable doom. It's heavily implied that the will to live is the key to surviving this, but even then the darkness does everything it can to break the resolve of the few remaining survivors, and succeeds in almost every case.
The original ending to Army of Darkness had more than a touch of this as in it, Ash drinks too much of the sleeping potion and wakes up After the End, which given how freaky the scenery is was likely a result of the supernatural forces mentioned in the Necronomicon running rampant.
The Forgotten turns out to be one. Telly and Ash's children were kidnapped by Eldritch Abominations and put through all that hell because they were experimenting. The Abominations have the ability to snatch people right out of the air and instantly make any person close to you forget who you are. They have human agents that go along with them because they can't stop them. There's a happy ending, but only because the Abominations said the experiment failed.
The V/H/Sfilms are starting to give off this vibe, with the ending of the second film implying in the that the tapes themselves are directly tied to it.
In Pacific Rim, were it not for the Jaegers, man would be less significant than mere bugs before the apocalyptic tsunami of mountainous bone and muscle that are the Kaiju.
Guy De Maupassant's short story "The Horla" is another influence on Lovecraft, with its motifs of a cosmos harbouring unknown terrors and, closer to home, a malevolent, intangible organism capable not only of possessing humans but of one day replacing them as a species. Unless, that is, it's just the narratorgradually going mad.
Before H.P. Lovecraft, there was H. G. Wells. This is especially evident with his most famous novel The War of the Worlds, in which a race of Martians arrives on Earth in cylinders containing hundreds of them each. They build gigantic fighting machines capable of leveling cities and killing enormous groups of people very quickly. The military uses just about everything that would have been available at the time, ranging from canons to the ironclad Thunder Child (the ironclad is even replaced by an atomic bomb in the 1953 film), and the best they can do is occasionally stall the Martians before being incinerated. By the second half of the book England is a deserted wasteland with barely anyone left alive. The narrator himself even refers to the invasion as "the beginning of the route of civilization". The only thing that saves humanity is the Martians' bodies being vulnerable to unfamiliar bacteria.
The Time Machine has some shades of cosmic horror as well, so far as it emphasizes mankind's insignificance—the protagonist travels thousands of years into the future only to discover that rather than advance, mankind has devolved into two primitive species, the Eloi and the Morlocks (though the 1960 film version was slightly more optimistic, and suggested that it may be possible to rebuild civillization). After that whole adventure he travels further into the future to a point where Earth is implied to be dying and humanity is heavily implied to be gone completely.
Stephen King likes tropes associated with this genre, particularly Eldritch Abominations, although most often they're limited in how much they can affect the world. He also uses Lovecraft Country a lot (many of his works are set in New England, most often rural Maine).
In IT, the eponymous monster is perceived as a Giant Spider by the protagonists, because this was the closest analogue that their rational minds could find for Its appearance. Attempting to fight It can result one's mind being flung beyond the edge of the universe, then being driven mad by the Deadlights (which It is merely an appendage of). After the protagonists succeed in killing It, they magically forget about the entire incident; apparently this was the only way they could have lived a normal life afterward.
"The Mist" describes what happens when ordinary folk are confronted with an encroaching alternate reality that gradually enshrouds everything in an unnatural fog filled with predatory Eldritch Abominations. (Although as the novella explicitly states, they aren't truly "Lovecraftian" horrors, in that they can bleed and die, particularly if they are set on fire.)
In The Dark Tower several hints are dropped regarding entities and realities of this magnitude, especially in regards to "Todash Darkness and the unspeakable things that dwell there in the black never between realities". The scenes in Book Seven regarding Roland, Susannah, and Oy fleeing through Castle Discordia from one of these things that somehow got OUT of Todash are laced with suggestive themes about what would happen when the Tower falls and Todash sets these critters loose on all the many universes.
The American horror writer Thomas Ligotti has written a few of the only genuinely Lovecraftian pastiches ever. A few, though not many, of the works explicitly use the names of Lovecraft's creations. One of his best (and most unsettling), "Nethescurial", can be read here.
Many stories by Clive Barker could fall into this category. Skins Of The Fathers particularly. Clive Barker is one of the few authors whose Cosmic Horror Story works can't be traced back to Lovecraft's distinctive styles, but has all the themes: Artifacts of Doom, Eldritch Abominations, Eldritch Locations, and a general sense of dread and fear caused by contact with higher beings that just might not have humanity's best intentions in mind.
An interesting variation is the Dancers at the End of Time: Humanity itself is the source of the horror: having reached omnipotence through enormously energetically costly technology, they dramatically sped up the heat death of the universe. The few surviving races still coexisting with humanity who are witnessing the stars dying at a frightening rate are pretty much living this trope. Also, since this is a Moorcock story, there is also the implication that some of the Abominations who are wreaking havoc in Elric's universe - including Elric's own Patron God- are in fact Dancers who decided to take part in wars between gods to stave off their boredom
In Perelandra, after Weston returns to his body which had heretofore been possessed by a bent eldil, the picture he paints of the afterlife suggests a Cosmic Horror universe: Reality as we know it is just a thin shell surrounding an endless abyss of nothingness, and ultimately nothing humanity does matters. However, this being a novel by C. S. Lewis, he's wrong about the universe; and it's suggested that this wasn't even Weston talking, but an eldil impersonating Weston in hopes of discouraging Ransom.
"How to Talk to Girls at Parties." The narrator ends up at the wrong party with his friend, flirts with girls who turn out to be Anthropomorphic Personifications of planets, and is almost consumed by hearing a song from one of them. His friend tries to make out with a sun and inadvertently pisses her off, and the narrator never hears from him again.
It's made particularly explicit when the protagonist of the A-story says that the eponymous house actually isGod.
That Is All has a day by day summary of Ragnarok in 2012. 700 Ancient and Unspeakable Ones destroy the world over the course of the year, killing humanity and any chance of civilization rebuilding in horrific and sometimes darkly humorous ways.
John Dies at the End and its sequel This Book is Full of Spiders are Cosmic Horror masquerading as Lovecraft Lite. The antagonists are Eldritch Abominations from parallel realities or stranger places intent on entering our reality and shaping it to suit them. It's strongly implied by the end of the second book that the only reason they haven't been successful so far is that there are so many of these things trying to invade our reality that their various plans and agents keep interfering with each other.
The first novel involves a drug that causes 99% of the people who use it to eventually explode, releasing sentient alien insects capable of infecting others and controlling their hosts while using them as incubators. The other 1%, which just happens to include the protagonists, merely gain the ability to see the Eldritch Abominations and Starfish Aliens that exist all around us just out of sight of humanity. John and Dave end up destroying the alternate-reality living computer that's responsible for the attempted incursion, but since it's merely the manifestation of an Eldritch Abomination, it's not really destroyed, and now it's pissed.
The second novel ends with the revelation that agents of the Eldritch Abominations have infiltrated much of society and government. Also, a large number of humans are infected with a spider-like parasite that can turn them into Lovecraftian monsters and potentially be controlled by the antagonists. And as John and Dave themselves repeatedly point out, our "heroes" are just two losers who happen to end up postponing the inevitable through sheer luck, ignorance, video game skills, snark, lots of beer, and The Power of Rock. Yeah, they're that kind of book.
The Adversary Cycle by F. Paul Wilson depicts a struggle between two forces over Earth — the Otherness and the Ally. Neither of them care about humanity — it's just a counter in a galaxy-spanning conflict for an unknown goal, and implied to be a relatively worthless one at that. The Ally protects Earth simply because the Otherness wants it, and the protagonists serve the Ally only because the consequences of the Otherness taking over Earth are far, far worse.
Algernon Blackwood's "The Willows" takes place in an Eldritch Location where the boundaries between our reality and another reality have worn thin. It's very eerie and otherworldly and places a lot of emphasis on incomprehensible reality and human insignificance.
Live Action TV
Sapphire And Steel took place in a universe threatened by formless evils. The (presumably) non-human "Elements" Steel and occasionally even the more sympathetic Sapphire, could, on occasion seem alien themselves.
Farscape borders on this at times. While the universe as a whole isn't overtly threatened by any Eldritch Abomination, it does show mankind's insignificance in a vast cosmos that is almost entirely unaware of its existence; when it is discovered, the only safe option is to deliberately cut Earth off from the rest of the galaxy. In the event that it hadn't, arguably the most optimistic possible future for human race was to be colonized by the Scarran Imperium and used for casual sex by Scarran officers on shore leave- the next generation of humans being almost entirely comprised of Scarran hybrids. For good measure, the Uncharted Territories alone are populated by coutless varieties of nightmarish creatures and impossible beings, most of them extremely hostile or at the very least antagonistic towards other races. Worse still, the nearest things to gods in this setting (be they Sufficiently Advanced Aliens or truly godlike Energy Beings) are amoral and uninterested in anything outside their sphere of influence- at best; at worst, they're murderous kill-crazy bastards who are actually empowered by mass-slaughter. And yet, one crazy human came closer to destroying the entire universe than any of these.
Doctor Who heavily implies that the Last Great Time War became this by the end. Entire civilisations were rendered extinct or simply wiped from existence, armies of Eldritch Abominations were created and used as weapons, the Daleks became deranged and maniacal even by theirstandards, the Time Lords were perfectly willing to destory time in an attempt to save their own skins, and the Doctor - usually a Badass Pacifist who tries to find a solution that won't kill anyone - was so horrified that he (tried to) kill off everyone involved just to contain it.
Arguably Twin Peaks, especially in the second season with the gradual reveal that under a quiet and reasonably cheerful town it turns out there are mysterious otherworldly beings, including one who delights in possessing people's bodies and committing brutal murders, though he is found and apparently defeated until he possesses Cooper's body in the season finale. Then of course there's The Black Lodge.
Though not usually an example, Season 3 of Xena: Warrior Princess had a story arc centering on an ancient deity impregnating Gabrielle with a child who grows extraordinarily quickly and begins working to bring about the end of the world for her father. Does this sound at all familiar?
Played with in The Hitchhiker's Guide to the Galaxy. Each version of the story literally begins with Earth being obliterated by indifferent aliens to make way for a hyperspace bypass, and would have completely driven mankind to extinction if Arthur Dent and Trillian hadn't conveniently befriended aliens who took them offworld before the disaster happened. However, in a twist, it is revealed that the Earth was actually a gigantic super-computer designed to figure out the ultimate question of Life, the Universe, and Everything, and it was destroyed five minutes before the program was to be completed, essentially making Arthur Dent the most important person in the entire universe.
A major plot thread, at least in the radio series, involves the "Total Perspective Vortex", a torture device which consists of forcing prisoners to glimpse the entirety of the universe with a tiny, microscopic marker reading "You are here", the idea being that the victim's brain snaps as a result of being unable to comprehend their insignificance. Ironically, this actually helped Zaphod, who survived because it made him realize that his ego was literally as big as the universe. Well that and he was in an artificial universe but that's another matter altogether.
Aztec Mythology. If humans ever stop sacrificing each other, the Gods will become too weak to keep the universe running. Entropy will take over, the sky will tear itself apart, skeletal snake-woman monsters will descend from on high and everything will perish. Again. Except, presumably, the Gods, who have already survived five or six apocalypses in the past, pretty-much all of which were entirely their fault.
Warhammer 40,000 is even worse. Not only is Chaos even more of a threat (powerful daemons in Warhammer can devastate armies; powerful daemons in 40K can devastate star systems), there are also the implacable legions of the Necrons and their former C'tan masters, and the limitlessTyranid hordes controlled by its immortal Hive Mind. Indeed, it's often noted that humanity still survives despite the galaxy always being doomed not because of anything they do, but because the various unstoppable, incomprehensible menaces keep getting in each others' ways.
Unknown Armies subverts the trope; the setting's big secret is that the universe is humanocentric, existing only for our benefit. Any horrific monsters beyond time that make us insignificant, then, are actually the product, not the cause, of our sense of insignificance; it's a vicious cycle.
The Old World of Darkness has elements of this in each of its gamelines, with each one having an apocalyptic ending. Vampire has the Antediluvians, their ancient, cannibalistic and godlike forefathers and Werewolf has the Wyrm and the titular apocalypse. Of the bigger lines, only Mage gives the potential for a happy ending, and doesn't involve one flavour or another of the Old Ones eating everything (unless the PC's screw up BADLY).
The Swedish RPG KULT mixed Gnosticism, Kabbalah, Aleister Crowley occult traditions and the Hellraiser movies, and took its aesthetics from Splatter Punk, Clive Barker and H. R. Giger art. It's actually a subversion. Humans are hopeless against supernatural forces, but will triumph once awoken. In fact, most supernatural beings are hopelessly trying to prevent that. In other words, they broke their arms punchingus.
And for a different take on modern-day Mythos espionage roleplaying, The Laundry Series has been made into its own game, using the same basic Chaosium rules as CoC and DG, making all three fully compatible. Have fun.
Long-defunct late-80's/early-90's RPG Dark Conspiracy had this sort of vibe — even though the Big Bad Ensemble of the Dark Lords took several cues from mythological gods and demons, they were still overwhelmingly powerful and unknowable extradimensional entities, who managed from behind the scenes to turn near-future Earth into a horribly depressingdystopia with the worst aspects of Cyber Punk cranked Up to Eleven and almost none of the cool stuff that comes with it (they stalled technological progress because too much of it could give humanity hope for the future, y'see, and since they thrive on our despair... Their minions had access to plenty of creepy, evil tech). Oh, and almost everyone even the slightest bit in the know was either an Unwitting Pawn, collaborating, or worse, one of countless monstrous minions who infiltrated and preyed on an apathetically oblivious humanity in secret.
Pelgrane Press really seem to like this trope, since the first three published settings for their Gumshoe system — Trail of Cthulhu, Fear Itself and The Esoterrorists — all contain varying degrees of it. The first one is classic Cthulhu Mythos pulp horror investigation; the second is about playing more or less normal people suddenly confronted to the fact that their world actually is like every Clive Barker-esque splatterpunk story lumped together; and the third is about a secret organisation, the Ordo Veritatis, trying to stop an Ancient Conspiracy (the eponymous esoterrorists) from turning their world into a copy of the second one for fun and profit. Things are not going so well for the Ordo.
Eclipse Phase can fall into this. The apocalypse has already happened. 9/10ths of humanity have been wiped out (read: had their brains pulled out and read like floppy disks) by enigmatic superbeings called the TITANs, with the remaining ten percent only surviving because apparently the TITANs lost interest for no explainable reason (and apparently human extinction was only a side effect of their goals anyway). Before leaving, they released mindless killing machines charged with harvesting heads, superweapons never dreamt of by human minds, plagues and nanobots capable of turning someone into Body Horror. Space folds differently around some TITAN artifacts, and psychic powers exist... as a side effect of one of their mutagenic plagues which may or may not turn you into a time bomb of some sort. Looking at TITAN artifacts can be damaging to your mind, or even infect you with a mutagenic horror, rewrite your mind, or simply destroy you... from across vaccuum and through the best protection humanity has ever devised. Monstrosities prowl the dark parts of space, just left behind when the TITANs vanished. Of course, the TITANs only started this menagerie of horrors because a cosmic superbeing (superbeings?) of enigmatic origins and goals did something similar to them for similarly ineffable reasons. Transhumanity's only hope lies in the fact that apparently nobody who matters cares enough to take the few months required to finish the job, but they might do it anyway out of carelessness.
The Survival Horror game Eternal Darkness: Sanity's Requiem. This one takes one of the most interesting twists: the most powerful Eldritch Abomination, Mantorok the Corpse God, is actually mildly fond of humanity, and its ultimately responsible for the main character's destruction of the "evil" abominations.
Another IF example: Anchorhead is an award-winningly well-regarded example of a text adventure set in the "slowly unraveling horror" Lovecraftian milieu. Look here for download and information on the game.
The events of Persona 3 ultimately leads to the The End of the World as We Know It, complete with a doomsday cult and brain-dead people uttering prophetic warnings. This is all due to the subtle influence of the reawakened Nyx, a vast and ancient being and who apparently is the moon, being called down to the earth. Her presence causes people to explode into puddles of black ooze and random organs. In all likelihood, she doesn't care in the slightest. Oh and she's mainly summoned by the Anthropomorphic Personification of the malice and despair in the hearts of humanity. Despite your best efforts, the best action taken was a reverse seal; the protagonist makes a Heroic Sacrifice to keep said personification of malice and despair away from Nyx.
AITD 1992 and The New Nightmare veer towards Lovecraft Lite, since Carnby is ultimately able to punch out Cthulhu at the end of both. AITD 2008 plays this trope straight, with Carnby and Sarah fighting a desperate battle against the forces of Lucifer, and a Sadistic Choice ending where The Bad Guy Wins in both options.
Eversion gradually reveals itself to be a game of this kind. It starts out as a cute Sugar Bowl of a world, but as you progress further and use your Reality Warper powers in order to get the gems you need, the game gradually gets darker and darker. The Let's Play by DeceasedCrab in particular reads like a Lovecraft story towards the end of it, right down to the rejection of the Sugar Bowl world's "cheery lies."
EarthBound morphs into one of these for the final boss fight.
Whether or not Lavos qualifies is up to the player's imagination, but as of Chrono Cross...
Mass Effect is a Cosmic Horror Space Opera. Every fifty thousand years organic species advance, invent space travel, develop mass effect technology, and spread across the galaxy with the Mass Relays and the Citadel as the cornerstones of their civilisations. Then, as they have done for tens of millions of years, the Reapers return and wipe them to extinction, spending centuries to ensure that every last trace of advanced civilisation is gone so that the cycle can begin anew, before leaving again to await the next harvest. The entire galaxy is their tilled farmland, deliberately cultivated so that they can reproduce, creating new Reapers from the liquified corpses of entire species ("each a nation"). That Shepard is merely able to stall them is an unprecedented event, and serves as nothing more than an annoyance to them.
Mass Effect 3 plays this to the hilt. The opening minutes have Earth curb-stomped and under siege, despite having a better chance than any before them the governments and militaries of the galaxy drop like flies, millions of people are harvested and killed every day, their only chance of survival is a desperate long shot that nobody is sure will work (and in the "Refuse" ending, it doesn't), and Shepard him/herself is constantly on the verge of the Despair Event Horizon.
A pretty good example comes from the Chzo Mythos. Well, it just so happens that there's another world next door, a world ruled by the VERY EMBODIMENT of PAIN, and he can't wait to get his hands on our world. Don't worry that he has an intricate web of followers that are helping him to succeed, but thanks to his non linear view of time, he already has.
From a gameplay perspective, The Breach is closer to Lovecraft Lite, but in narrative terms, it's more like this. At no point is there any hope of permanently defeating the Yellow, just pushing it back where it came from, and Sergei firmly believes (correctly) that if hyperspace experiments continue, humanity is doomed.
Call of Cthulhu: Dark Corners of the Earth is an alternate viewpoint retelling of Lovecraft's The Shadow over Innsmouthwith the main character going irrevocably insane in the end, thanks in part to the knowledge that he has, at best, only slightly postponed the inevitable downfall of humanity.
Star Control 3. True to the genre, you are told outright near the very beginning that you cannot defeat the main antagonists of the game, the Eternal Ones, and instead must find a way to appease them.
Alan Wake's premise seems to be for the titular author to prevent his world from falling into this trope.
Silent Hill is a smaller scale version, involving a hefty dose of Psychological Horror. No matter how many individual humans and manifestations are defeated, the true power behind the town (whatever it is) will never die and there will always be more people to invoke it, either intentionally or unintentionally.
World of Warcraft is ultimately a somewhat idealistic Cosmic Horror Story. Azeroth is home to four known Old Gods (though more have been implied), ancient, evil and extremely powerful beings that ruled Azeroth until they were imprisoned by the Titans. Of the four known so far, only one, Y'shaarj, has been confirmed to be destroyed, though its influence can still be seen on the continent of Pandaria, where it was imprisoned. Prophecies foretell an Hour of Twilight, a day when the Old Gods will escape their bonds and be unleashed upon the world once more.
Dishonored sets humanity in a Constructed World that is entirely hostile to its existence. The seas are filled with all manner of terrifying monstrosities, packs of rats from a nearby continent regularly kill men and eat them alive, the state religion has Devil but No God, an immortal Eldritch Abomination fights off boredom by granting people incredible power for the sake of seeing what they choose to do with it, and the only thing holding off the end of the world is implied to be the whales — whales whose oil fuels an industrial revolution, and who are being harvested to the point of extinction.
Dead Space. It's even more depressing than the name implies. All life in the galaxy seems to exist for no other purpose than to be eaten by the Brethren Moons. Humanity is alone in the stars because every race before it fell into the same rut of expanding beyond their resources and falling prey to the temptation of the Moons' Markers. The Moons can be fought, but only at a high cost. The image at the top of the page? That's pretty close to what Brethren Moons do to planets during Convergence events.◊ The third game also hints that the Moons are waking up...
...Which is exactly what happens in the Dead Space 3: Awakened DLC pack. Though protagonists Issac Clarke and John Carver survive their Heroic Sacrifice moment, they are now faced with the impossible threat of an entire race of hungry planetoid abominations descending upon Earth and the colonies...
It is revealed in ''Asura's Wrath' that Chakravartin created The Gohma to test humanity after giving them his type of power, and resets the world when he doesn't find an heir, as well as the universe with it. He's done this countless times, implying this has been going on for eons before any of the named characters have even existed.]]
In Radiant Silvergun, possibly inspired by the aforementioned Neon Genesis Evangelion, an octahedral Artifact of Doom known as the Stone-Like is excavated and wipes out life on Earth in a flash, the only survivors being those who escaped into satellite orbit. The Silverguns attempt to stop the artifact and for a moment appear to succeed at the end, but then it transports them back in time and vaporizes them as well. The sole survivor is the Creator robot, who has cloned the protagonists, but unfortunately he breaks down before he can warn them of the Stone-Like's purpose, which is that it will keep wiping out humans unless they can learn the error of their ways.
The Half-Life franchise displays many hallmarks of a cosmic horror story, coupled with orwellian scifi elements. Ironically enough the player is working for the unexplainable eldritch abomination in this case (the G-Man), while the main antagonists (the Combine) can be explained more or less rationally as an invase extraterrestrial space-faring species which has a nasty habit of conquering/assimilating one dimension after another into their empire, complete with all the inhabited (and uninhabited) worlds and civilizations they contain - Though the sheer speculated size of the combine's empire compared against the player could itself be defined as a cosmic eldritch abomination in this case.
The Turok series stepped into this genre's waters with the introduction of the Cthulhu-esque Eldritch Abomination Oblivion in the second installment, and was fully immersed in it by the third.
Freespace is basically what happens when Wing Commander meets this trope. The Shivans aren't really massive unfathomable monsters (well, they are massive, at least,) but they come right out of nowhere to utterly decimate both sides of an interplanetary war until they're forced to team up just to survive, next to nothing is known about their ultimate goal in killing everything in sight, and any major victories against them come at a great cost (the destruction of the Lucifer in the first game resulted in Earth getting completely cut off from the rest of the Alliance) and are short-lived regardless, because whatever superweapon gets taken down, they have about a thousand more anyway, and many more that are even stronger.
Saya no Uta. The main heroine is a clearly lovecraftian entity that drives people(bar the protagonist who goes off the deep end himself anyway) to madness, it is never shown to the reader and it's ultimate goal is to convert all of humanity into lovecraftian entities. On the other other hand it's hardly invulnerable.
Thanks in part to Real Life Writes the Plot, Thunderstruck has gained elements of a Cosmic Horror Story world. The city in which most of the action takes place is doomed, period. The primary action focuses on a race of gods for whom all of human history is a single generation - and the action is centered on the scions of the preceding generation's champion.
Homestuck: Andrew Hussie cites Earthbound as an inspiration, and oh boy does it show. Entire universes are created for the sole purpose of recruiting players for a game, one which violently destroys the players' home planets. Victory at the game results in (at best) one's home planet being recolonized, and the creation of a new universe—both of which will eventually be host to new instances of the game. And that's when things go right. The protagonists have accidentally rendered the game Unwinnable, by enabling the Big Bad to obtain the powers of a Physical God. Now, the only way to defeat him is to reset the universe—which will pave the way for the arrival (albeit, in a different universe) of a time-travelling demon who feeds on dead universes. In any case, given the way that Stable Time Loops work in this story, the protagonists may already be doomed to fail. And in case all that's too subtle, the comic takes an acrobatic fucking pirouette off the handle and into the deep end with "Jade: Wake up", where the Lovecraft-inspired Noble Circle of Horrorterrors make their on-screen debut. And then we find out that the Horrorterrors need the protagonists' help, because something is killing them.
It's stated that the vast majority of sburb sessions are doomed to fail from the start, never producing new universes, but tumors just to make a big F-U to those who try. So the nearly all of your race is destroyed, and the most of races don't actually ever even win.
Oh, and that thing that's killing the Horrorterrors? Not even Hussie is safe from him.
Captain SNES: The Game Masta has a Humans Are Cthulhu variant, where a major driving force of the plot is a conventional Eldritch Abomination (nevertheless hinted to come from our world, not video games) can cause video game characters to start Noticing The Fourth Wall, at which point, overcome by the knowledge that reality-warping inscrutable beings created them and everything they know, all of their turmoils and suffering, for the sake of children's entertainment, they invariably go mad and then either homicidal or catatonic.
In the world of the SCP Foundation, the only thing standing between humanity and a legion of sanity-shattering artifacts or implacably destructive monsters is a shadowy organization of Men in Black... whose ruthlessness makes them only slightly less dangerous than the things they're protecting humanity from.
The Whateley Universe has a Cosmic Horror Story backstory, and the Sara Waite stories are all centered around one or more Eldritch Abominations... including Sara Waite herself. Plus, there's an in-universe example, since Sara Waite's previous form Michael Waite wrote a best-seller called "Incongruity" which turns out to be The First Book Of The Kellith, which is now in print all over the world. Oops.
Stickman Exodus traps hapless stickmen in a Cosmic Horror Notebook (Played for Laughs — Black Comedy laughs). Their goal, the Promised Page, the one place the "Great Doodler" can't touch, might not even exist for all they know. We won't either since the series had a No Ending.
As well as those part of The Fear Mythos, of which Slender Man is also a part.
Taken to it's logical conclusion in Slender: The Arrival. The ending implies that Slender Man can indeed be fought and possibly defeated... but only if every single person who knows about him dies. Slender Man uses knowledge of himself to spread and in the end, one character commits suicide just to try and stop Slender Man from spreading his influence any further. It's left ambiguous if said character succeeds or not...
H-M Brown's Shell is the prologue to the Geolyth Lore series.
The BIONICLE serial, Sahmad's Tale, features a plague that robs its victims of their ability to dream, gradually causing them to go completely insane and eventually die. It is eventually revealed that the plague is caused by an Eldritch Abomination that resembles a miniature sun with tentacles, who feeds on dreams for sustenance.
The "Lord Vyce" and "Entity" story arcs of Atop the Fourth Wall became this, with a Dimension Lord Lord Vyce conquering universes because, as it turns, he is trying to protect the multiverse from something even worse than he is simply refers to as "the entity", an Eldritch Abomination that devours worlds and universes, and he is "forcing the issue" because nobody listened to his warnings. The Entity, revealing itself after Vyce's defeat, shows the intent of absorbing all existence, viewing itself as the pinnacle of all creation. The plot however turns into a Deconstruction of the trope, showing in the end that the existence of an Eldritch Abomination is every bit as insignificant as that of Puny Humans.
Hitler Rants can sometimes go into this territory. Some of the more extreme Untergangers have written characters as having incomprehensible powers related to time and space. this video sees Captain Heinrich Lehmann-Willenbrock (through footage his actor Jürgen Prochnow taken from In the Mouth of Madness- notice a pattern here?) literally tear apart reality for no other reason than to piss off Hitler.
Dino Attack RPG went in this direction toward the end. True, the main plot was about mutant dinosaurs rampaging all over the planet, but let's see... humanity's general insignificance in a vastly uncaring cosmos? Check. Eldritch Abomination capable of destroying the planet with little effort? The Maelstrom makes that a solid check. Eldritch Abomination evil or uncaring on a cosmic scale? Definitely check.
The alternate endingDecember 21, 2010 would be a full-on example, where the Maelstrom has more or less overrun the entire planet with less than ten people still alive by sheer luck and destroys everything in a matter of seconds with no survivors, not to mention the bleak implication that it would spread to the rest of the universe.
Worm has quite a few elements of cosmic horror, particularly in the Endbringers, horrifically powerful monsters that regularly obliterate major population centers. Despite the efforts of all the heroes and villains working together, the Endbringers are whittling away the human population. The only being able to really stop them is Scion, the first and most powerful parahuman, but he apparently lacks the mental capacity to decisively defeat them. And then it's revealed that Scion is actually the avatar of a Sufficiently Advanced Alien, and it pulls a Face-Heel Turn and decides to wipe out humanity.
Mighty Max arguably takes place in such a universe. Although over the course of the series we find Max beating his fair share of enemies, ultimately the great Big Bad is shown to be unstoppably powerful, and our hero's only hope to even TIE with him is to let all his friends die and restart the timeline with his own death in the hopes it goes better the second time. Unfortunately, given the prophecies frequently referenced, this cycle has happened at least several dozen times.
The premise of Samurai Jack is that an unstoppable, endlessly malevolent force of literal evil (the Start of Darkness episodes reveal that Aku is simply a tiny fragment of a creature that formed in the first moments of the universe) has conquered the world and is spreading its influence throughout the stars, and that a lone warrior wielding the only thing in existence that can even harm it embarks on a hopeless quest to defeat the evil and Set Right What Once Went Wrong.
The short-lived 80's Cartoon Show Inhumanoids was heavily influenced by the writings of H.P. Lovecraft. It pushed towards this trope as hard as was possible for a Merchandise-Driven cartoon from The Eighties; even the comedy episodes had more than their share of horrors. One can only imagine how they would have upped the ante had it been successful enough to get more than one season (and toy wave)...