I've sometimes wondered what a religion sincerely founded on the Cthulhu Mythos would be like. Not a religion like the cults that Lovecraft and the others in his circle were so fond of throwing about, with the standing stones and the sacrificing and the throwing open of the gates of the world to the Great Old Ones; I mean a belief tradition that held that the Great Old Ones were real, but that sided with humanity over Yog-Sothoth and company.
Of course, you can't actually win against the Great Old Ones (that little steamboat anecdote is a dirty rotten lie spread by dirty rotten Nodens-worshippers, I say!), so most of such a faith's traditions would be focused on avoiding their attention. Any activities which massively transformed the face of Earth or which would allow unfriendly alien eyes to deduce that intelligent life had arisen here would be avoided. So, no massive deforestation, no large scale habitat destruction, and no uncovering things that had long remained covered (like, say, Greenland or Antarctica, or even the bedrock under ancient glaciers). Perhaps most importantly, nothing must be done that might change the radiation emitted by or reflected off of Earth--like, say, suddenly dimming the planet in the IR by pumping CO2 up into the atmosphere. Radio, oddly enough, wouldn't be that much of an issue; it would just have to be carefully aimed, so that no beams ended up striking the ionosphere at an angle that allowed them to head out to space.
It wouldn't be a religion of luddites, I don't think, or at least not in totum. Technology, after all, allowed the Elder Things to stand against Cthulhu himself, and allowed the Great Race of Yith to jump through time, avoiding all dangers--including, I imagine, the attention of quasi-deities (notably, the Great Race is the only prominent alien civilization in Lovecraft's writings which is not described as worshipping any of the Great Old Ones--presumably because they knew better). An Earthly religion that believed in such beings might well hope that, by biding their time and encouraging quiet scientific exploration, they might someday reach the same level and be able to stand openly and unafraid on the Galactic stage. In the meantime, they would be as quiet as possible, focused on advancing themselves without disturbing Earth noticeably.
Of course, there are some problems with this particular idea, chiefly that a faith that focuses heavily on the expansion of human knowledge is going to end up disproving its own key tenets fairly quickly. Then again, there are and have been plenty of fine scientists of multiple different religions, many or all of which must be false, and yet they manage to potter on happily enough, apparently rationalizing away any contradictions they may come across. Maybe a religion based on a sincere belief in the existence of Yog-Sothoth, Azathoth, Cthulhu, Hastur, and all the rest wouldn't self-destruct.
And Murphy would, of course, be feared and loathed as one of the many avatars of Nyarlathotep.
