Lovecraftian Campaign-world of Mu. This is a must-see.
NOT JUST THAT!
If you're up against an impossibly non-Euclidian wall with tentacles on all sides, you might just have an equalizer. Go Solomon Kane on their ass and haul out the black powder pistol for some Thirty-Years-War-era tentacle-blasting. Dak Ultimak provides a full set of rules for firearms (mainly modern ones, but including black powder pistols). War Hound and the World's Pain and Solomon Kane in Swords & Wizardry. For when shit gets real. I love the idea of Puritans against the Old Ones. There's a whole campaign world in that one idea.
Reverend Dak has a picture in his post that really says it all: