Cloverfield kind of feels a little Lovecraftian to me, though I suppose Godzilla is the main/biggest inspiration.
Fantasy RPG PC Games often have very Lovecraft inspired elements, whether in their worlds mythology, a part of the plot, or in characters/deities.
In the Elder Scrolls world (games such as Skyrim, Oblivion and Morrowind are set in the ES world) for example, you have the Daedric Princes, who are kind of effectively Gods, though, Demon is perhaps a better description, they are incredibly powerful beings who reside in Oblivion, another plane, or a set of multiple planes of existence to the main reality/Plane - iirc, the Princes, are generally trapped/locked up in their individual planes (for various reasons, in the game Oblivion, portals to some of the Oblivion plains are opening up across Tamriel, and one of the Princes is attempting to enter "reality" if you like) but usually, they are heavily restricted, they cannot normally enter reality - they can watch us Mortals from afar, they can make small Nuisances of themselves but that is it, by operating through agents, cults that worship them and so on - Clavicus Vile, like most of them, for example can access/possess statues built to him in Shrines, but all he can do really when there is talk, he cannot make the statues move - his main "Agent" if you like, is a talking Dog called Barnabus, as Barnabus is to all effects and purposes a living dog, he just happens to be able to talk, he is able to travel around, and act as Clavicus' eyes and ears, but no more than that.
The most Lovecraftian influence I suspect is Hermaeus Mora, who is the daedric prince of fate, knowledge and memory.
His image feels very Lovecraft - you meet a Mage who is either a willing agent of Hermaeus, or Hermaeus has been whispering into his mind, to get him to do various things, and the poor guy is totally barking mad - that's what happens if you work for Hermaeus, willingly or not.
This is what he looks like.
