These episodes really make me want to read non-HP penned Mythos stories. In particular, to delve into Robert E. Howard's output. There's a collection of his horror fiction floating around somewhere, I'll have to look for it. Hopefully it's as delightfully pulp-actiony as his part of this story.
It sure is. You can tell in several places where he's trying to imitate Lovecraft, but he just can't bring his characters to faint or run away. In Howard's world, the only appropriate response to a sanity-blasting horror from another world is to roll up your sleeves and charge in swingin'.
My favorite is in one story, after spending the first 3/4 of the thing building an eerie Lovecraftian atmosphere with suggestions of a horrible monster lurking in a house in a quiet neighborhood, he flips the Robert E. Howard switch, so our protagonist decides to do something about it. Having loaned his gun to a friend, he has no choice but to run to the mantelpiece and grab a broadsword that's been handed down in his family for generations to run out and battle the foe as his ancestors did before him. Along the way, he finds his girlfriend tied up in full "damsel in distress" fashion, frees her, runs upstairs, battles the monster,
and freaking wins. It's almost exactly like the change of tone from HPL to REH in "The Challenge From Beyond."