The H.P. Lovecraft Historical Society is known for producing high-quality props for Live Action Roleplaying Games in a Lovecraftian setting. They have also produced a movie and an audio drama – At the Mountains of Madness – in the tradition of Old Time Radio shows. (I will have to say something about the latter at another place soon).
Yesterday saw the official release of The Dunwich Horror, another story by the grandmaster himself. It is available on CD (with a couple of props) or as MP3 download (Payments via Paypal accepted).
Once I got a chance to listen to it, I will let you know more.
There is also a really old time radio version of this available, an episode of the famous CBS “Suspense” show from the 1940’s. You can download it (perfectly legal) from the Internet Archive.