I'm a big HPL fan as well. And speaking of that circle of writers, I know that often times HP and friends would insert slightly altered versions of each other's names into their stories as the protagonists. For instance, one of Lovecraft's stories has "Robert Blake".
Naturally, I can't remember offhand which one it is.
I just about plotzed when the Deities and Demigods hardcover book came out with the AD&D stats for the Cthulhu mythos. Every once in a while I just couldn't resist sticking in a Mythos creature in one of my AD&D adventures!