I guess I would be remiss if I didn't mention Deanimator, a simple online zombie-shooting game. It isn't really Lovecraftian, except that the name of it is a play on Re-Animator, of course. All I can say is, that poor guy must be stuck with a 32 S&W Long or something, it just don't have any stoppin' power. And he sure isn't in a hurry to reload.
Of course, during the time when HPL's stories were set, they didn't yet have the .357 Magnum. But they did have the .45 ACP (or even .45 Long Colt). Gosh!