Hmm, this one looks like it might actually be worth checking out:
De Bello Lemures, Or The Roman War Against the Zombies of Armorica
And by odd coincidence, just the other day I was rereading
A Study in Emerald, a nifty mix of Sherlock Holmes with the Cthulhu mythos. It's a short story written well before the current glut, by Neil Gaiman. It's quite short, but does rely on some previous knowledge of both the Sherlock Holmes canon and Lovecraft's work. Or a bit of extra research on the reader's part, which is pretty easy nowadays. Recommended.