This strip is a mirror of this one... with a better scope. To be honest, I'm re-discovering the Westeros universe through HBO's "Game of Thrones" episodes - an excellent production, though season 2 is a bit slow. I've started to read the cycle when it was translated in France, but at that moment, I was reading too much fantasy, and I made some bad choices... I preferred some series that prooved themselves less interesting.
Anyway, The shadow of HPL is strong over Westeros (along with R.Zelazny's) - The Greyjoy Family, with its Kraken Sigil, and the Ironborns that worshipped the Drowned God are some excellent exemples.
More obvious, George R.R. Martin recently wrote an interesting short story about a "Jaimie Lannister Vs Cthulhu match".
For Parisians readers, I've given some images to decorate a nice Cthulhu Wall in the "Dernier Bar Avant la Fin du Monde", the recently opened Geeky place to be. This is a very nice spot for nerds like you, with a superb scenography and a lot of clever details. More about it soon!