It would seem since its heyday when Lovecraft and his associated Authors penned the Mythos that such has culminated and thusly propagated into today's RPG Lores / Systems - though with adjustments and/or shifts the basis remains the same...
Definition
Chaos is associated to WHFRP and 40k
Horrors are associate to Earthdawn
Mythos is associated to Lovecraft / Cthulhu
Consensus Magic / Pattern Magic (Mage - WHitewolf / Fasa)
All in all - multi-dimensional beings who by the angles and stars pollute our material realm known as reality...
Anyone else blend such concepts - I did see mention of it in the Dark Heresy Forums not sure if Rogue Trader GMs do so as well?
On that note - is the Emperor really Nyarlathotep? (ROTFL)
My Campaign Definition
I have no problem blending all together - if I need to omit something then its justly in another dimension and poof - it gone from the campaign, otherwise the integration of Horrors / Mythos for me blends seamlessly and stumps veterans of the 40k Universe when they can't identify that servitor-race or god-power they come to meet with and challenge...
Where's Cthulhu then - sleeping his material form is like rock, once the stars align then his form will vibrate to our reality and thusly he will be made manifest (so atm he physically doesnt exist in my version of Earth/Terra - though a site comprising of the rocky stony stata by which he will inhabit does... aka his vessel)