We finished off a game battling Chaugnar Faugn last evening. It was a tough fight. I lasted to the point where Chaugnar was down to his last four doom markers, then was devoured.
My partner killed* Chaugnar, partly because he was well armed, and partly because he just hit it very lucky on his last dice roll, getting hits on practically all of the dice rolled. It was something of a fluke. He darn near was devoured, also.
My partner was very elated, hopping around the room, giving out "high fives," and talking about how "WE won."
Actually, I didn't survivie. I would say my partner won. I was just cannon fodder. Am I just being a sourpuss about this?
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*Strictly speaking, I don't think players really "kill" the GOOs. They can be defeated, but generally not killed. Numerous examples appear in the stories by the Lovecraft coterie of writers.
For a good reference to Chaugnar, see http://en.wikipedia.org/wiki/Great_Old_One_compendium#Chaugnar_Faugn

But mostly Arkham Horror practices reincarnation (sometimes through the Migo) and you'll be back! If you want to... And I hope you do.