There are some Cthulhu modules out there. There's a "Cthulhu in the Dark Ages" book which has a campaign set in France; a Cthulhu module book with 3 or 4 "adventures" in the Norse lands. There's also one "Cthulhu Mythos" module/adventure book set in the Roman period (read Nemedia, Corinthia, etc.).
This can be true with ALL games though. Any game, adventure, module, campaign from ANY type of game should give a GM enough inspiration to come up with something of their own or to easily adapt/convert something over to their new system.