Here’s a neat set of science fiction logos from the past 40 years worth of television and movies in font form. That’s neat, becuase it allows you to scale them up or down as needed. Very useful for science fiction games.
Here are a few free fonts with a Lovecraft Horror Theme
Dafont offers more than 13,000 Fonts. That’s a lot, but they’re categorized and offer previews of your custom text.
Font Squirrel offers a selection of fonts which are cleared for commercial use.
Lost Type has a small number of vintage style fonts. Not technically free, instead, it’s pay what you want.
The League of Movable Type aims to offer an elite selection of open source fonts.
Fontspace has more than 15,000 fonts.