Wishbone: I don't know. I don't think any other medium has ever really captured the mood of Lovecraft's literature. Except maybe the old pen'n'paper Call Of Cthulhu RPG.
iippo: Dark Corners of Earth had its moments. Sherlock Holmes: The Awakened wasnt too shabby either, not super scary though but clear Cthulhu-mythos there. Shadow of the Comet was good one as well. My friend had Prisoner of Ice, but never got to around borrowing it from him, so cant really say how Cthulhu it really is.
Are you aware that I wrote the above about 5 years ago? :-D
Not that I've changed my mind since, but it's a long time to wait before picking up a discussion ;-)