Let me step back a second. I really like Call of Cthulhu as the change of pace game when I'm uninspired by fantasy for one reason or another; I'm at the point where I want to run some published Cthulhu adventures while I get back into the habit of writing (and therefore also writing on the Black City, our fantasy campaign).
We talked about MASKS OF NYARLATHOTEP versus DELTA GREEN a week ago, and I strongly encouraged the group towards MASKS. It features globe-trotting adventures in the 1920's and seems amenable to lots of action. We have some younger folks in the group and I figured they'd appreciate the "Indiana Jones with tentacles and cults" style - show up, investigate a cult, then knock some heads together. I love the DELTA GREEN setting, but it can be bleak and disturbing. Also, something about setting a horror game in the modern day gives it more punch - there isn't the narrative distance between the fictional world and the real world. The 1920's is practically a fantasy setting.
Apparently there is a strong allure to playing characters with badges, guns, and access to modern technology. They love the idea of mixing UFO conspiracy theories and undead Nazi sorcerers that survived the Cold War in hiding. If you're unfamiliar with the setting, the premise is that various world governments and secretive organizations know about Mythos magic and are secretly trying to exploit or weaponize alien technology and dark rituals; DELTA GREEN is a secretive group of government investigators and friendlies that investigate and attempt to thwart them. Because some of the antagonist groups are secret (but illegal) projects within the government and military, the DELTA GREEN guys need to keep it quiet and stay anonymous. It's part spy thriller, The X-Files, and an updated look at Lovecraft's mythos in the modern world.
Furthermore, the group ended up voting to play non-DELTA GREEN characters that get recruited after their first brush with the supernatural, assuming they survive. We'll be starting with a couple of FBI agents, a forensic examiner, a war veteran, a local cop, a private detective, and a CIA analyst. There aren't a lot of published DELTA GREEN scenarios that can accommodate a group of investigators as large as my player group, but we'll run a few of the scenarios and see how it goes.
Most DELTA GREEN scenarios are presented as fluid situations requiring investigation (generally outlined as a free-form investigation, populated with a number of factions and players - a bit of an investigative sandbox), and they usually include a timeline of events running in parallel, which may alter based on player interactions with the antagonists. It's a challenging but interesting style to run - my preferred approach to fantasy sandboxes also tends to have background events and antagonist reactions to push the setting into motion.
However, DELTA GREEN presents another difficulty. The various antagonist groups and conspiracies all have powerful NPC's pulling the strings - veritable insane demigods armed with powerful magic or vast resources. The players are the equivalent of low level characters while adventuring in Elminster's back yard, with Drizzt hanging about for good measure. Or they're a bunch of Green Arrows stuck in the Justice League while Superman and Friends take on the cosmic threats. There's a fine line between presenting powerful NPC's as a way of showing the players the amount of danger that's out there, versus those powerful NPCs becoming DMPC's or Mary Sue's or Elminsters or any other problematic game piece that turns the players into spectators in their own game. It's worth calling out as a risk; White Wolf settings had the same potential traps. Forewarned is forearmed. I'll let you know how it goes.