I have been listening to Welcome to Night Vale. Episodes available here: http://nightvale.libsyn.com/1-pilot?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+WelcomeToNightVale+%28Welcome+to+Night+Vale%29

I haven't quite finished the fourth episode. Some of it is funny. Some of it is predictable. Some of it is kind of stupid. Overall, though, it's been fun to listen to in the car. I recommend it. Cecil and Carlos forever! Don't think too long about the dog park. Beware lead poisoning in Radon Canyon. Know your surveillance helicopters!

I don't know any Lovecraft really, but I get the impression they get a lot of inspiration from him, especially with their suggestion to visit their website link to unused story ideas of Lovecraft. :D