Only darn thing coming to mind is the Dragonborn expansion for Skyrim.

Would Octodad count? ; p

No one dares to mention this masterpiece?

It's probably the best thing ever when it comes to Cthulhu mythos. Even if the second half isn't as great as the investigative first.

Checked on Amazon.  Nothing.  On ebay there is an Xbox version.  Too expensive.  If the price is right, I'll buy just to have it.

I've never read Lovecraft before, so I'm not very knowledgeable on the subject, but here's a list that I found:
https://lovecraftzine.com/lovecraftian-video-games/

OK, the link that I send sucks, it's really slow and I get it to load properly.

Really, you should defo play Eternal Darkness, (emulator or not), it's directly Lovecraft-inspired. Darkness Dungeon is a close second, but the psychological horror is better rendered in ED. ED is Call of Cthulhu made videogame.

Also, have you tried Sunless Sea ?

I played it for a while and it's hard to get to the endgame imho, there's kinda only one way to get money.