Just booked tickets to see Carpenter Brut in Helsinki and came across this pretty decent music video/short film based on The Thing on the Doorstep and The Shadow Over Innsmouth:
Escape From Midwich Valley
Any other non-game Cthulhu stuff out there at the moment?
Not very recent, but check out What May Be Safely Written. Unfortunately all of the videos on YT have rather poor audio quality.
Youtube 'Dye Fantasy'; it has a definite Lovecraft influence. One commenter called it adventures at 'Miskatonic High'.Great Song, great animation, but hope you aren't shocked easily, probably NSFW. The most common comment is 'wtf?'