The Nemesis roller coaster at Alton Towers amusement park in the UK (being the titular Nemesis). Nemesis comes from another dimension, a dimension beyond our imagination. There are theories, and then there is the legend... Beneath the ground at Alton Towers, something strange and horrible lurked: a creature put on the Earth 2 million years ago. The creature was disturbed during maintenance work on one of the other rides in Forbidden Valley. The creature, angry at being discovered, caused havoc, ripping up trees and buildings, sending them hurtling skyward. A security silence fell over Alton Towers as historians, archaeologists, and the Ministry of Defence nervously began some serious investigations. What they discovered was Nemesis. It had to be controlled - 250 tonnes of steel and 200 men pinned down Nemesis. The steel holding down the monster was twisted and bent into unusual shapes - the steel was the roller coaster track thrill seekers ride today - Nemesis. In a promotional comic released to advertise the ride, said creature had its own cult with its own Tome of Eldritch Lore.
Nemesis: Sub-terra. All we know is that it explores beneath the foundations of Nemesis... and many tentacles are in evidence...
One of the creepier recurring enemies in the series is the Crypt Spawn. These are essentially swarms of human brains with batwings that, ironically enough, mindlessly attack anything in their path. They always appear in the presence of even greater evils, such as a timeless and bodyless... thing in the Graveyard of the Ancients, two of the Darklords themselves, and the King of the Darkness, Naar himself. The thing in the Graveyard is implied to be Naar.
The Chaos-master you meet in the astral plane of Daziarn. Its appearance is that of a vaguely humanoid giant composed of the many parts of various animals... which keeps moving and changing shape unceasingly.
One (Missingno.) was a failed prototype of the Mewtwo cloning project, fused with a Reality Warping supercomputer that could have made AM proud. Its brother was a Cipher experiment Gone Horribly Right, which was prone to kidnapping innocent newborns and converting them into soldiers for its army.
♀ was a formless mass that emitted a song that caused any being to go near it to be driven into homicidal insanity.
Apotheosis has numerous gods that look eldritch, but the Crawling Chaos takes the cake. It has a thousand eyes, millions of claws, and jaws the size of worlds. When an old man summoned it in an accident, his eyes and organs were liquefied.
Tren Krom exists as a Shout-Out to Lovecraft. However, he actually isn't an alien or other; he was created by the Great Beings just like everything else in the Matoran world. Despite this, he's got the looks — tentacles and all — and causes insanity in those who look upon him. He was also one of the first things to exist in the Matoran world, managing it before Mata Nui, who contains the entire Matoran world in his body, was activated.
Tren Krom: You think me an alien... an "other"... But I am of the substance of this universe, and I walked here long before you or even Mata Nui himself. — Federation of Fear
Makuta was described like this as first - a kicking, screaming, lashing thing of pure malevolence. As a Makuta he has the ability to shape shift into any form and can create Rahkshi from his own flesh, which are considered as his sons. Then he got retconned into a Magnificent BastardChessmaster more akin to The Devil than anything Lovecraftian, and Greg Farshtey himself has stated that he prefers Makuta this way.
Annona, which has been described as a small, star-like thing with tentacles and a room chilling aura. It eats dreams.
The first Rahi were tentacled monstrosities and other madness-inducing sea beasts. Akin to Tren Krom, they are actually naturally occurring in the Matoran world, but they are still unspeakably ancient and strange.
The Energized Protodermis Entity was through excessive backstory rewrites and extensions turned from a one shot bad guy made of Sentient Phlebotinum into this, when it was revealed to have been a mysterious cosmic being that resided in the core of Spherus Magna, and was in fact the engine that set the entire story into motion. It can take on many shapes, but its natural form is a silvery liquid.
Unicron, the Great Devourer, the Chaos Bringer, the Planet Eater. His total goal is the reduction of all existence in every reality to nothing. He empowers his Heralds, gifting them with fleets of vehicles, vast armies, supernatural powers, and powerful insanity. Amongst his Heralds:
If Unicron counts, then so does Primus aka Cybertron itself. In some versions of the backstory they are even brothers. A rare example of a benevolent Eldritch Abomination.
In The Fear Hole, the horrible thing that Antagonizer fights in Episode 7. It's never seen, but it's described with terms like "It's like a sewer had an abortion" and "It's like if cancer had leprosy", so you know it's bad.
The thing in Episode 4 who looks like Cthulhu and has the personality of a small, fairly innocent child, but in the end turns out to be nasty.
The Garnet And Gure animated short, "Monsters are Dwelling" introduces us to the mythos of the "Horrible Gods", as described by a surprisingly charming green, eight-armed naked lady who is apparently going door to door to spread the Word of Kar-Goom.