HP Lovecraft was the father of modern horror. All of his stories take place in this sort of alternate Earth, where ancient beings from other worlds live just beneath the surface of reality. The short stories focus on man's delving into things he shouldn't. The entirety of the stories are referred to as Lovecraft Mythos, with specific sets having their own titles. Cthulhu Mythos, Arkham Mythos, etc etc.

I've written one FMA/Lovecraft Mythos before, and am attempting a Death Note/Arkham Mythos crossover for my All Hallows fic.