Ish. This aspect of Lovecraft is a little exaggerated. The Dunwich Horror is put down, and the Thing that was Wilbur Whateley is killed by a dog. Akeley shoots Mi Go successfully, and they are very wary of people. Cthulhu is at least inconvenienced by a steamship in the face, and the sailor does escape. Dreamlands adventures also tend to go better.
Mind you, I wouldn't run Cthulhu in d20 that's for certain.
