In Dungeons & Dragons 3rd Edition, the sourcebook Lords of Madness states that the Outer Gods (or reasonable facsimiles thereof) are "worshiped" by the inhuman aboleths, while Dragon #360 implies that Nyarlathotep may be the father of the demon prince Graz'zt.
4th Edition hasn't any direct crossovers yet, but it's made clear that the Far Realm referenced in the standard campaign setting is a realm of Lovecraftian horrors that require the combined power of the gods to repel, and is the source of all psionic powers.
And in the Pathfinder (AKA D&D 3.75) campaign setting, a local race of subterranean Abominations explicitly worships the Mythos and use Shoggoths as guards, while the module The Carrion Hill Horror is pretty much Call of Cthulhu without the nasty sanity effects, and the Rise of the Runelords adventures involve the realms of Leng and Kadath. In general, the creators have explicitly said that the non-Earth specific elements of the Mythos are fully compatible with the Pathfinder universe, and they run with it.
Taken to its climax in the 4th bestiary, which includes a Great Old One template and stats for three of them; Hastur (as the King in Yellow), Bokrug, and, of course, the infamous Cthulhu himself.
According to at least one story, The Nestene Consciousness, leader of the Autons, is actually one of Shub Niggurath's oft-mentioned but seldom seen 1000 young. Clark Ashton Smith would be proud. To be fair, he(?) really does look the part.
Tokusatsu show Ultraman Tiga drops subtle referrences throughout its run, but it becomes obvious in two last episodes with a sunken city rising from the ocean and Big BadGhatanothoa awakening from its deep slumber.
The Real Ghostbusters unexpectedly battled Cthulhu in an episode that provides a detailed explanation of H.P. Lovecraft, Miskatonic University, Arkham, and the mythos in general.
Merkabah Rider consists of the adventures of a Hascidic Jew who battles demons. However, the overarching story is the invasion of the Outer Gods who are not part of the binary Heaven vs. Hell conflict. The first novel hints that these are Mythos creatures, and this becomes explicit in the second novel. Whether you consider this a crossover depends on whether you see the Rider as his own character, or whether you see it as a Mythos story from the very beginning.
There's a Batman Elseworlds story called The Doom that Came to Gotham.
More humorously, Comicbook/Hitman had the protagonist battling the "Many-Angled Ones'' alongside parody superteam Section 8 thanks to a Mad Scientist using Occult Geometry in his teleportation experiments.
Even earlier, Doctor Strange and Dracula had each battled Mythos-like monsters like Shuma-Gorath and Y'Garon in the 1970s and 1980s, and the first issue of Strange's revived series in 1988 opened with a brief sequence showing him defeating an (unnamed) Cthulu by causing R'lyeh to sink back beneath the waves.
Chris Claremont also got into the act; in the story where Magneto's Heel Faceturn begins, Magneto's island base, which he raises from the ocean depths, is very heavily hinted as being R'Lyeh or someplace very similar.
South Park had a trilogy of episodes where BP's drilling opened a hole into another dimension that many Eldritch Abominations, including Cthulhu, came through to attack Earth.
Let's just say that at one point or another, every major franchise that is even slightly Speculative Fiction must include a monster that would be right at home in the Mythos.