The game: The Secret World is an MMORPG that combines every single secret society, mythical creature, urban legend, and crazy crackpot theory into a single game. Werewolves, Illuminati, vampires, zombies, demons, templar, the hollow earth theory, and more are all here, and they're all fighting each other in a futuristic version of our own world. Of course, this means that H.P. Lovecraft's own creations exist as well. It's pretty much a conspiracy nut's greatest dream and darkest fear all at once.
The untold horrors: When you start up a new game in The Secret World, your chosen character is plopped onto Solomon Island, a fictional island off the coast of Maine filled with terrors heavily influenced by Lovecraft's works. Your residence is in the city of Kingsmouth (a combination of Kingsport and Innsmouth, two towns that feature heavily in his writing), with the Miskatonic River running through the city. A heavy fog has rolled over the island, causing most of its inhabitants to walk into the ocean--those who came back were transformed into Draug, undead beasts covered in spines and seaweed.