A setting (or premise, or concept, or whatever you like to call it) first developed by Howard Phillips Lovecraft, and later added to by many other authors.

It is founded on the premise that in the distant past, we were visited by alien beings of incomprehensible power, known as the Great Old Ones. Cthulhu is one of these, and the most active on present day earth, and from whom the name of the Mythos is derived.

The Mythos is inhabited by many strange beings-whether races, Old Ones, or Outer Gods. Cults of humans worship these beings, sorcerors uncover blasphemous secrets in ancient tomes, gates are opened to distant stars, immense alien cities millions of years old are left empty on icy plateaus, the only ones who know the truth are left imprisoned in mental asylums, and in the centre of it all dances the idiot god Azathoth to the infernal piping of his minions.....

Authors who have contributed to the Cthulhu Mythos include:

HP Lovecraft
Clark Ashton Smith
Zealia Bishop
August Derleth
Lin Carter
Ramsey Campbell
Brian Lumley
Mark Schorer
Robert Bloch
Henry Kuttner
Colin Wilson
James Blish
Frank Belknap Long
Hazel Heald
E. Hoffman Price
David Drake

Robert Anton Wilson and Robert Shea also borrowed ideas from the Mythos-namely that of incomprehensible, immensely powerful beings from other dimensions who controlled humanity, known as the lloigor-for their Illuminatus! Trilogy.