I think Lovecraft has this uncanny power to undercut the menace of his own creatures with the same pen he uses to masterfully set them up.
Ahem:
. Cthulu is beaten by a boat ramming into him. (Yes, it just sends him back to sleep, but a damn SHIP is enough to effect him.)
. The spawn of Yog Sogoth is STOPPED cold by a librarian telling it to piss off when it arrives asking to borrow the university’s necronomicon, then when it tries to steal it at night a single guard dog kills it because it drops it’s gun.
. Nyarlathotep is run off by the cops (as in the cops arrive and you SEE HIM LEGGING IT) and in another story reacts to someone heckling him as if he were Trixie the Great and Powerful and gets pissed.
. The Deep Ones get bombed to shit by the military.