Postcard Cthulhu is a print-and-play cooperative worker placement game set in HP Lovecraft's Cthulhu universe. The game quite cleverly is designed (as its name suggests) to fit on both sides of a postcard. In deference to my older eyes, however, I printed it on a full sheet of paper. The postcard version, however, would travel well.
Set in the pulp 1920s, Strange Aeons is a skirmish game that sets bands of adventurers against Lovecraftian horrors. The game is commercial, but they have a free test version.