I played this game a few weeks back. Absolute blast. We had a great time, all the flavor text on the cards was very well-written and suited the genre.
Pity we kept drawing Mi-Go out of the monster box, though. I think we killed half-a-dozen of the damn things during the course of the game.
At least one player ended up in Arkham Asylum multiple times, and I think everyone but him went through a "gate" to another realm. We did cheat a bit by giving Clue tokens to each other to permanently seal gates, which isn't explicitly covered by the rules.
Still, it was great fun, and I'm going to pick up a copy for myself once I've got the spare cash.