Convicts and Cthulhu is a Call of Cthulhu supplement set in the Australian Penal Colony. From the product description:

Convicts & Cthulhu is a sourcebook designed to allow Call of Cthulhu Keepers and players to run scenarios and campaigns set in the penal colonies of early Australia. It particularly targets the historical period from 1795 to 1810, a time in which law and order played second-fiddle to greed and corruption. This was the depraved era which led ultimately to Australia’s first (and only) military uprising: the Rum Rebellion!