"I'm an intelligent woman. I know the difference between reality and my own dark fantasies. But I thrill at the idea of being taken by a great tentacled beast. My heart races as I imagine my frail and delicate body being controlled, being used by a force too powerful for me to deny. To feel helpless, vulnerable, it scares me yet it excites me. My body aches with desire as I imagine myself being forced to surrender in the most intimate of ways. Can this be so wrong?"
In Haiyore! Nyako-san, the protagonist Mahiro did this on accident, having a certain je ne sais quoi that made Nyarlathotep the Crawling Chaos fall in Love Before First Sight with him. Most guys would kill to have a beautiful Otaku girlfriend who wants to have sex at every opportunitynote A fact which Nyarko lampshades whenever he rejects her advances, but as a fan of the Cthulhu Mythos, Mahiro is horrified because he's well aware that Nyarlathotep has 999 other forms, most of which could destroy his sanity if he so much as caught a glimpse of them. Later novels show that Mahiro's warming to the idea, with outright confirmation by a third party that he is in love with Nyarko, even if he's not willing to admit it yet.
Ponyo on the Cliff by the Sea has Ponyo's human father and sea goddess mother. Granmammare is the personification of the sea and all life therein. Even though she can take the form of a somewhat normal sized human, it's still quite a lop-sided match.
Any of Dream's various romances in The Sandman could be construed as this; Dream's Appearance Is in the Eye of the Beholder, and since all of his seen relationships have been with human-looking women, they presumably see him (and, one assumes, feel him) as the pale, thin man the reader sees. However, given his age, power and nature as an Anthropomorphic Personification this trope is applicable even with the goddess Calliope simply because his power is so far beyond hers, let alone the purely human Nada.
In Dagon, the protagonist has dreams about swimming undersea with a beautiful mermaid. Later, he actually meets her, but resists her attempt at seduction when he finds out that she has tentacles instead of legs. Later on, she turns out to be his sister, and also his destined bride.note While featuring a village full of otherworldly interbreeding, this one gets super-bonus-points for actually being based on a Lovecraft story.
In Pirates of the Caribbean Davy Jones fell in love with Calypso, the Anthropomorphic Personification of the sea. He hates and loves her due to her fickle nature, which led him to cut out his own heart to escape the conflicting emotions. Sao Feng aspired to this trope, having fallen in love with the sea and thus Calypso.
"The Dunwich Horror". Yog-Sothoth has sex with a human woman and produces the offspring who will be known as Wilbur Whateley. And it's hinted that her elderly father was acting as the, er, vessel for Yog at the time.
Michael Shea's "Fat Face" involves a woman who becomes interested in a rather large, but kindly man. It's not a man, and it doesn't end well.
Played with Ramsey Campbell's "The Faces At Pine Dunes". The protagonist and his girlfriend investigate his parents' strange behavior. His father is a Human/Eldritch Abomination hybrid, and so is the protagonist.
"The Dunwich Horror" was inspired by Arthur Machen's The Great God Pan, which also features sex (or some kind of mating) between a human woman and an Eldritch Abomination. The resulting daughter is an eerily beautiful Humanoid Abomination whose unspeakable acts (strongly implied to be sexual in nature) lead to madness and suicide.
Done as part of a Deal with the Devil in The Dresden Fileswhen Harry takes up the mantle of the Winter Knight. Harry states that it wasn't sex, no matter what it looked like. You can't have sex with a hurricane, or make love to a storm.
The entire point of Haiyore! Nyarko-san, except that it's the Cthulhu-side person herself who initiates the relationship to the human protagonist (to varying degree of success). And no, it's not nasty... most of the time.
Appears in several works by Neil Gaiman. (Also appears in one of the Doctor Who episodes he wrote; see the "Live-Action TV" section below.)
In American Gods, a man sleeps with a prostitute who turns out to be a succubus-like monster. The prostitute ends up swallowing the unlucky man through her vagina. In less of a nightmare-inducing example, Shadow, the main character, catches the smitten eye of the Egyptian Cat Goddess, Bastet. It doesn't amount to much more than a one night stand and some minor flirting though. The implications of the trope are minimized when you learn that Shadow is in fact Baldr.
In "A Study in Emerald" we have Queen Victoria (reimagined as an Eldritch Abomination) and her human "consort" Prince Albert. Also in this story, Prince Franz Drago of Bohemia (another Eldritch Abomination) is said to have frequented brothels, and he ends up dying after Sherlock Holmes lures him to his death with the offer of a virgin kidnapped from a convent.
In "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.
In the Conan the Barbarian story The Scarlet Citadel, it is mentioned that the evil sorcerer Tsotha-Lanti is the offspring of a dancing girl from Shadizar who slept too close to some haunted ruins and awoke in the grasp of a black demon. And from that unholy union Tsotha-Lanti was born.
In Smallville, only Chloe Sullivan could get involved with Doomsday. Although he is in human form most of the time. Not explicitly stated, but in Eternal she locks Davis and herself alone in the basement.
In Angel season 5, something develops between Wesley and Illyria, mostly because she reminds him of Fred, and much angst ensues when she impersonates her. It isn't clear until the series finale that Illyria returned his affections, as evidenced by her compassion and grief at Wesley's death.
While the TARDIS from Doctor Who is not eldritch in a negative or scary sense, she is undoubtedly one of the most powerful and bizarre entities on the show. She's a pandimensional Genius Loci in the form of a blue police box with an infinite Pocket Dimension on the inside, and she exists simultaneously at every point in time and space. And in "The Doctor's Wife" (written by Neil Gaiman—see the Literature section above), when she briefly possesses a woman's body and comes face-to-face with the Doctor... epic flirting ensues, with the heavy implication that the Doctor wasn't aware they've always been in a relationship. It doesn't go any further than flirting, though.
The Doctor: Do you have a name? Human TARDIS: Seven hundred years and finally he asks. The Doctor: What do I call you? Human TARDIS: What do you call me? Sexy. The Doctor: Only when we're alone. Human TARDIS: We are alone. The Doctor: Oh. Come on then, Sexy.
At another point in the episode, the TARDIS (still in the body of a woman) flirts with Rory:
The Doctor: Can you get a message to Amy? The telepathic circuits are online. Human TARDIS: Which one's Amy? The pretty one? Rory: Argh. Amy: Rory, what's wrong? Rory: It's like I'm getting a [telepathic] message. Human TARDIS: Hello, Pretty.
Yog-Sothoth can mate with human females, creating the Spawn of Yog-Sothoth.
Masks of Nyarlathotep campaign. A woman named Hypatia Masters apparently mated with a Great Old One (she became pregnant and had its child).
Supplement The Fungi from Yuggoth, adventure "The Thing in the Well". After donning a pair of magical glasses a woman is raped by an other-dimensional monster and becomes pregnant with its child.
The Cthulhu Now adventure "Love's Lonely Children" adventure features a couple who are Y'Golonac cultists. Y'Golonac is the Mythos entity of Squick incarnate. The husband is possessed and bodily transforms into Y'Golonac, while his wife... worships. And they got their daughter involved in it, too...
In one of the more contested passages in the guide for Infernals, it's suggested that new Infernals are passed around the Yozis for... "initiation." The Yozis are crippled godlike entities that take forms such as a city of brass and basalt, a hundred thousand crystalline spheres of fire, and an ever-twisting river. The sheer physics alone... But, for good or ill, the actual process would be a bit less mind-hurting, as the Yozis can create humaniform avatars called jouten. This is not necessarily an improvement.
The Yozi Adorjan (who mostly appears in the form of an extremely violent wind) also mated with a Solar Exalt (through a dream...) and conceived daughters by him (half of whom were normal human children, the other half shed their mortal bodies when they reached maturity and became sentient winds like their mother).
The god(dess) Luna was created (partially) for the purpose of seducing the Primordial Gaia (and fell in love with her instead). Gaia's most commonly seen form is her humanoid jouten, but mentions are made of her other, greater forms, that are vast, primal and slightly terrifying to the gods (although Luna, while typically humanoid, can take some pretty eldritch forms herself, so the line between regular romance and romancing Cthulhu is a bit blurred).
The Fair Folk are vortices of chaotic energy pretending to be people, and half-fae are a well-established bit of setting lore.
The 4th bestiary also includes the Spawn of Yog-Sothoth mentioned above as a monster-type, and notes that some of Yog-Sothoth's half-mortal children take more after their humanoid parents, becoming aberrant bloodline sorcerers instead.
This is part of the graduation ceremony for the Drow priestesses of Lolth in Forgotten Realms. The joint graduation ceremony between female priestesses and male warriors consists of the two groups engaging in a drug-fueled orgy. The top priestess in her class mates with a glabrezu—a twenty-foot-tall four-armed dog-faced demon (and two of its arms end in gigantic pincers)—instead of another Drow. It bears mentioning that glabrezu can't shapeshift. This is considered an honor, and the resulting hybrid children (called draegloths) have a special place in Drow society.
This is practically the point of FATAL, which has many mechanics for humans mating with demons, abominations, and the like. FATAL being, well, FATAL, most of these matings are non-consensual.
Cthulhu Saves the World. Umi falls in love with Cthulhu at first sight, but he considers them "strictly in a rock star-groupie relationship." By the end though, he comes to return her feelings.
It's not entirely certain what the girl in Where We Remain is, but we know that she's spent a very long time magically bound in a cave, that she didn't have a name before the hero gave her one, and that she has some rather nifty (if limited) abilities. Given that the wind spirits on the island are described as her "brothers," it would seem that she's nonhuman rather than just some sort of spellcaster.
In Portable, on the Female Main Character's route, you're given the chance to initiate a romantic S.Link with Ryoji Mochizuki, the human form of Nyx Avatar. That is, you can make the personification of Death itself fall in love with you.
While it's not an official social link, a male main character is asked to show Elizabeth what sex is like during their last outing. The female main character can similarly win the affection of, and have an Optional Sexual Encounter with, Elizabeth's younger brother Theodore. It's not clear exactly what Elizabeth and Theodore are, but whatever they are, it's not human, and as the game's Bonus Bosses they are just as if not more powerful than the above mentioned Ryoji.
You can fulfill the requests of the big sister of the aforementioned Elizabeth and Theodore, Margaret. If you do, her comments toward you become more and more flirty and, if you finished them all, she will steal a kiss towards the end of the game and tease you about meeting again in the future.
Marie in Persona 4 Golden on the PS Vita, who is a bona fide romantic social link and an alter ego of the Bigger Bad, Izanami, the former mate of Izanagi (who, incidentally, is your alter ego).
In The Bard's Tale, you're unknowingly setting free (or not) a Demon Queen. You guessed it, Caleigh. Though she does keep her promise to you.
One of the potential love interests in Dragon Age II is a Humanoid Abomination. Several characters discuss and lampshade the squickier aspects of the relationship. For those unfamiliar with the setting, Abominations are humans who have been possessed by spirits/demons. This means that every intimate encounter Hawke shares with his/her Abomination Love Interest is technically a threesome.
In Diablo III, Adria conceived Leah with Aidan while he was possessed by Diablo. And she knew it. Adria had consensual sex with the Lord of Terror.
In Fire Emblem Awakening, a Male Avatar can marry Tiki, who was put to sleep by Naga to keep her from degenerating into madness, which would destroy the world. Furthermore, all of the Avatar's romance options boil down to "Did You Just Romance The Avatar of Grima?".
Justified in the "good" ending of Eversion: Princess Nehema is revealed as an Eldritch Abomination in the bad ending, but in the good ending Zee Tee is one too.
You can cause this in Super Scribblenauts by summoning Romantic Cthulhu and Romantic [Anything Else].
In the backstory of Brütal Legend, the hero Riggnarok and the Demon Emperor Succoria traveled to the future (Eddie's time). Succoria had a Villainous BSOD when she saw that humanity was the dominant species and the Tainted Coil was extinct, meaning her people were destined to lose. Riggnarok pitied her and decided to care for her instead of slaying her. Eventually, they fell in love. Sadly, Succoria died in childbirth, and Riggnarok raised their son Eddie Riggs by himself. Assuming Eddie's demonic form takes after his mother, Succoria looked every bit as monstrous as the rest of the Tainted Coil when she and Riggnarok kindled a romance.
In Dra Koi the protagonist starts a relationship with a dragon that is along the lines of an eldritch abomination: It casually breaks the laws of physics and is hinted to spread madness.
Demonbane has quite a lot of this going around. First, Al Azif, aka the Necronomicon, is romanceable. The sequel reveals that, in at least one universe, the protagonist and she had children... don't ask how that works. One of the main antagonists, Master Therion, is the result of another: he's the offspring of one of the most powerful sorceresses to ever live... and Yog-Sothoth. It is also possible to trigger sex scenes with such beings as Atlach-Nacha, Cthugha, Ithaqua, and Nyarlathotep.
In Drow Tales, this could apply to any drow who has a relationship with a Vel'akar, or a sentient demon from "beyond the veil". Snadhya'rune is heavily implied to have had a sexual relationship with her protector twin Khalessnote who was not actually related to her, meaning it wasn't technically incest before the latter got possessed by one, but it's not certain if their relationship continued after it happened.
The Nostalgia Chick and her sidekicks Nella and Elisa plus a few ghostwriters (under the Portmanteau pen name Serra Elinsen) released a "crowd-sourced" Paranormal Romance novel that they originally described as "Twilight with aliens." By incorporating the suggestions of their fans, they eventually make the story about an ordinary teenage girl and a Lovecraftian Eldritch Abomination who fall in love. The book is out under the name Awoken, and given it goes right with Lovecraftian names such as Cthulhu and Azatoth is apparent that they're going all the way.