Reddit reviews The Art Of H.P. Lovecraft's Cthulhu Mythos

Richard Corben did an HPL 3-parter for Marvel around 2011.
3-part limited series "Yuggoth Creatures" from Avatar (IIRC).
One-shot "Cthulhu Tales" from Boom Studios.

If you have the money: https://www.amazon.ca/Art-H-P-Lovecrafts-Cthulhu-Mythos/dp/1589943074

Sadly from what I'm personally aware of, there's a very limited amount of pure, coffee table-like art books out there.

There's this one, that's been around since 2006

https://www.amazon.com/Art-H-P-Lovecrafts-Cthulhu-Mythos/dp/1589943074/ref=sr_1_1?s=books&ie=UTF8&qid=1494041674&sr=1-1&keywords=lovecraft+art

I haven't gotten it yet but I hear it's pretty good.

And there's this one that...isn't really purely an art book, but does feature fantastic pieces of art for each Lovecraftian creature(as well as some info about them)

https://www.amazon.com/Petersens-Field-Guide-Lovecraftian-Horrors/dp/1568820836/ref=pd_sim_14_4?_encoding=UTF8&pd_rd_i=1568820836&pd_rd_r=D7TH7P13RG5ZKPJ8KY7G&pd_rd_w=1hb6t&pd_rd_wg=YY4p0&psc=1&refRID=D7TH7P13RG5ZKPJ8KY7G

There's also a handful of very well designed adult coloring books out there, if you're so inclined. The newest one from Chaosium looks pretty great.

This is the only one I know. Almost bought it at a convention here in Rio last week.
https://www.amazon.com/Art-H-P-Lovecrafts-Cthulhu-Mythos/dp/1589943074

As far as kind of general artbooks, there's this:

Gothic Dreams: Cthulhu (mostly devoted to Cthulhu)

and unfortunately out of print

The Art of H.P. Lovecraft's Cthulhu Mythos (a collection of illustrations from Fantasy Flight's Call of Cthulhu CCG).