Dennis Detwiller’s Denied to the Enemy is a Cthulhu mythos novel set in World War 2 and early operations with the organization that came to be known as Delta Green (in a fictional universe – DG isn’t real).
This book takes place in 1942-43 and jumps between a lot of viewpoint characters. These are mostly the heroes but a few interludes in the heads of members of the alien Great Race who’re travelling through time, trying to manipulate the forces of human history for their own benefit.
The book starts with a sympathetic Nazi officer who gets pulled into one of his compatriot’s occult schemes. His partner is sacrificing jews and communists to creatures from under the sea to try and negotiate some sort of alliance to destroy Allied shipping. This isn’t such a bad thing but the creatures are very clear they need females to mate with, which would betray their racial purity ideals quite severely. The Nazi gets information about another Nazi project called Thule to the Americans who come in and blow the whole human sacrifice camp up good. The Nazi dies.
Then we’re mostly with an American who’s trying to figure out this Thule mystery. There are other agents involved and they go to Miskatonic University. There are also scenes in Burma, Australia and the Belgian Congo. A lot of people die.
It’s a good story (I think it’s much better than Detwiller’s Through a Glass, Darkly, but I’m not entirely sure why). The jumping around from person to person makes it a story that feels bigger than one person, or even a handful of people. It’s in the middle of a glabal conflict that the aliens see as insignificant except when it interferes with their plans. It’s all very Lovecraftian (a bit more pulpy than he would have written, I grant) and though the universe doesn’t give a shit about anyone involved, you’ve also got to keep an eye on the people.
This is probably my best recommendation for someone looking for Mythos fiction written without all the racism that makes HPL so problematic.