"You play Conan, I play Gandalf. We team up to fight Dracula."*
D&D is a kitchen sink game - the core books and monster manuals are an eclectic mix of genres, mythologies, cultures, and legends that create a generic fantasy soup where anything goes. The Cthulhu genre has a different aesthetic - man is alone in a hostile cosmos inhabited by inimical alien beings.
It always seemed a bit odd to me that the Call of Cthulhu book had stats for vampires, werewolves, and ghosts, supernatural monsters from the gothic tradition. Traditional monsters never seemed to fit into the alien cosmos implied by Lovecraft's mythology.
On the other hand, a few tales cross genres; Dreams in the Witch House features a "satanic" witch, driven off by a crucifix, and rites to the Black Man (a persona of the devil). It's an odd tale for Lovecraft; explicit references to Christianity or Judeo-Christian mythology are conspicuously absent throughout Lovecraft.
One of my upcoming books I'll be looking at is Shadows Over Filmland, the collection of Trail of Cthulhu stories that take the gothic monsters of 1930's Hollywood movies and presents short scenarios featuring them, each with a Lovecraftian twist that attempts to blend traditional (romantic) gothic horror with the Mythos.
That seems to be a common approach for inclusion - allow the "traditional" monsters but give them an origin or explanation that ultimately aligns with the Cthulhu Mythos or eldritch sorcery. These days, I also find myself putting more traditional monsters in Cthulhu games, but developing my own explanation for them.
There's a big problem with overthinking it, a trap I often fall into - the trap of explanation, the trap of classification. Monsters don't need explanations or justifications; they just exist. The players don't need to know where they come from, and it's usually better if they don't. Our need to classify and explain and have a "grand unified model" undermines the sense of wonder and terror. Keep it WEIRD. I need to come up with a pithy motto along those lines, tape it to my monitor when I'm writing.
Anyway - today's woolgathering was inspired by a more articulate post over at Ephemera on mixing demons into a Cthulhu game; (Hauntings the Final World). Ephemera is an intermittent blog that features excellent ideas for Bookhounds of London (for Trail of Cthulhu).
*The immortal description of everything awesome about D&D, from Jeff's place.