Before last night, my wife and I had played this game 7 times (cycle x2, innsmouth x3, shattered x1, vengeful x1) where we each played a single investigator. We had only won once (the first game on cycle) and the rest were not even close. It's frustrating because it doesn't feel like there was much more we could do. The main culprit seems to be the unrelenting onslaught of mythos events inflicting 3 to 4 damage and/or horror on the same two people every 4 actions.
Last night, we decided to replay Vengeful Impulses again, but this time we each played 2 investigators for a total of 4. We absolutely crushed it! I would not attribute all of this success to prior knowledge of the scenario. In our first play through, we both went insane about halfway through and lost shortly after. Rather, if felt we had twice as many actions per mythos and twice the pool of health/sanity to distribute that mythos into. At the same time, the mythos events seemed unchanged. They did not feel anymore severe than 2 investigators, and certainty not twice as severe.
Has this been other people's experience? A quick look on these forums suggest that mythos and monster health scale with investigators, but this does not seem to be true, at least in the case of Vengeful Impulses. Or perhaps we have had bad luck 2 player and great luck 4 player? Although, I think we have a pretty solid idea now of how to beat Innsmouth and it just seems impossible with only 4 actions a turn.
It's disappointing, because it feels like playing with 2 players is a huge disadvantage. At the same time, playing with 2 each ruins the "feel" as well as the insanity mechanic (we've agreed we will basically ignore alternate win conditions, after all, what does it mean to say Agatha won but Harvey lost when I play both).