I'm a Lovecraft fan. Have been for decades. I've run Call of Cthulhu rpg for 20 years and love it.
Currently though my focus is Pathfinder RPG and it's interesting just how clear Jacobs and co are on assuring that the Mythos is alive and well in their 'universe' (which they have confirmed in the Secrets of Pathfinder Adventures session at PaizoCon 2011 as actually our universe - in that you could space travel from Golarion to Earth). BTW if you've not listened to it check out the D20 Radio Pathfinder Chronicles. You want the Seminar Special part 2 - you can download it directly or get it via iTunes.
Cthulhu does get everywhere doesn't he? Sanity defying when you consider he's supposed to be stuck in R'lyeh!
There's a part of me that says 'cool' and a somewhat smaller part that goes 'hmmmm ok...' about the integration. I think for it to work the GM and players need to accept it and understand why it works (same universe), otherwise it just comes across as cheesy (like finding Elminster wandering around your Shadowrun campaign just because the GM is a Realms fan!). There needs to be appropriate context for me, there's no point just have Mythos monsters just because they are 'cool'; for a world to work it needs to go beyond that for me.
I've not run Part 4 of Carrion Crown yet (heck, I'm still on part 6 of Council fo Thieves and have Kingmaker to go through first!), so I will see how it lands with my players.
I like it HPL in Pathfinder in principle, but I'm cautious...