Fate/Grand Order: In Marie's Brilliant Summer interlude during the second part of the event, she tries to teach the boar piglets how to sing. After some typical vocal exercise tones like Elohim and Essaim, the piglets directly quote the full "Cthulhu Rl'yeh wgah'nagl fhtagn" line, to the (relatively subdued) surprise of the ladies. The boar piglets follow this up with a Shadowgate reference, with two completing each others' sentences and saying "It's a sad thing that your adventures... have only just begun here" (another piglet will then note that that quote isn't quite right).
Neptunia: One of the game over screen messages is "It's a sad thing that your adventures have ended here!"
Project × Zone: In the ending, when Reiji and Xiaomu step inside Demitri's castle and Captain Commando is glad that they made it, Xiaomu comments that she thought they were "uninvited, but then the shadow-gate swung right open. Gave me the weirdest deja-vu!"
RosenkreuzStilette: The game over screen when you lose to Raimund references Shadowgate (in the original) or Uninvited (in Freudenstachel)
A trojan that was released online in 2016, under the guise of open-source programs such as Audacity and Classic Shell, overwrote unsuspecting users' Master Boot Records with the message, "As you reboot, you find that something has overwritten your MBR! It is a sad thing that your adventures have ended here!"