Cthulhu is probably the geekiest monster in all of literature, so it makes perfect sense that he should be the subject of a chess set. Made by Etsy artist Little Fat Cthulhu, each piece is hand crafted without the use of molds. I love the purple and green color scheme used here, but if that doesn't work for you, custom colors are available. The pieces included are: Pawns - Little Fat Tentacles; Rooks - Rhogog; Knights - Zvilpogghua; Bishops - Chaugnar Faugn; Queens/Kings - Little Fat Cthulhu.
$250 at Etsy (chessboard not included)