Yeah, that's what it would be called if Cthulhu had a Saturday morning cartoon show. I started to write a theme song for the show, but thank God I stopped. See, even thinking and writing about the Great Old Ones can cause you to lose Sanity Points. Be careful out there...
Anyway, today is the first day of the Reader's Choice Challenge. I knew this was going to be a challenge, and quite the challenge it is! Daddy Grognard was the one to suggest Call of Cthulhu! as a topic. Then, The Angry Lurker followed with a request for an explanation of the period.
Angry Lurker, as far as I can recall, Cthulhu can be in any freaking time period he wants. ( Is Cthulhu a he? ) Heh... I joke, because I'm not that familiar with the whole Cthulhu Mythos, or more accurately the H.P. Lovecraft Mythos. I've just started reading H.P. Lovecraft, and I can't recall ever playing the RPG, maybe once, late one night at a local convention. However, I sure would like to play in a campaign. It seems really interesting, in a "your character might go insane" sort of way. A friend used to have the books, and I'm sure I read through some of it, but that was years ago.
Oh, back to the time period question. The classic era would be the 1920's and 30s. However, I think I'm fairly spot on, when I say that you can utilise Cthulhu and friends, in any time period, and most genres. A Cthulhu game set in the Wild West might be interesting, but it could be set in space as well, and in the far flung future.
Here's the wikipedia article on Cthulhu . Also check out Propnomicon , a blog about props for the Cthulhu Mythos.
Check out Shane Mangus's blog, Swords Against the Outer Dark , he's the one you should have asked about this subject. My knowledge of things Yog-Sothothery isn't that great.