The Malleus Monstrorum is an impressively large collection of mythos lore from Call of Cthulhu's Chaosium. Impressive means mind and wallet warping, but podcast How Ain't Slayed Nobody found it indispensable.
Routinely Itemised is an RPG news summary, and this week there's the latest from D&D, Cyberpunk Red, 13th Age, Call of Cthulhu, Critical Role and even of Chainmail, the game that became D&D.
Call of Cthulhu offers the entire Earth as a setting in a variety of different time periods. The American Old West is covered in Down Darker Trails from Chaosium, which presents not only a rich historical setting but also a supernatural one.