I've recently come across a couple of works which might be of interest to you. First off is The Cthulhu Wars, a pseudo-history by Kenneth Hite. This recounts various American military operations against Cthulhu and his ilk. On the Weird West side is To the Abandoned Sacred Beasts (in case the grammatically awkward title didn't give it away, it's a manga). This setting involves a piece of alternate history in which fell magicks were used to form soldiers into monstrous beings during the Civil War. With the war over, they find themselves largely unable to reintegrate into society. I've only just ordered them from Amazon, so haven't gotten to read them yet. However, I find Kenneth Hite to be a consistently good writer and the reviews for ASB make it sound promising.

Just got both. The Cthulhu Wars is a fun little mishmash of fact and fiction, much like his previous work The Nazi Occult. Unfortunately, it's not as tightly written, with some of the accounts in the earlier chapters feeling a bit random. But it does have this little gem:

"Since at least the 1960s, conspiracy theorists have suggested that the true purpose of [Operation] Highjump was an attack on a secret Nazi UFO base hidden beneath the Antarctic ice that served as a final redoubt for the defeated Reich. This is, of course, absurd. The true purpose of the mission was to establish a permanent American foothold on the continent that would allow it to surveil, and if necessary destroy, the ancient Megarkarua sapiens city that the Byrd and Pabodie expeditions had discovered in 1929 and 1931."

To the Abandoned Sacred Beasts is also promising, though the writer displays a rather shaky grasp of American geography. Seeing as how he's Japanese, I'm willing to give him a pass on that. My only other concern is that the female lead has this Faux Action Girl vibe. Hopefully it'll get ironed out in later volumes.