We had another game just the other night and had great luck with upgrades and advances. Still took 3.5 hours to finish the first mystery and we lost all four characters. I regularly find this game is extremely long and impossible to complete. Is this just me? are there strategies that give the players some control or is it a despair filled game of pachinko?

Our games usually average 3-3.5 hours for 4-5 players. You may just take a bit longer with your turns than our group does. One thing you can do to speed up the game is to briefly discuss what you're going to do in the Investigator phase and then all take your actions at the same time. You can also have everyone take care of their conditions and possessions simultaneously during the Mythos phase. This is what we do when we're playing with 7-8 players to speed up the game.

As far as difficultly, it's tough to give you advice. The game can be a bit punishing at times, but it's not generally that hard. You may just need to get more experience to help make decisions on what to spend your actions on and what to focus your encounters on.

Edit: I just noticed your comment about "losing all four characters". You are aware that if you lose a character, you select a new one at the end of the Mythos phase and keep playing (unless you're in certain endgame states), right?

Some games are easier, some are harder, depending on the GOO, mythos cards, mysteries
to solve and so on. Honestly, there is no picture perfect strategy because what you
need to do depends on what the game tells you to.

Of course, depending on what you need to do, there are different ways to accomplish
your goal. With some games worth of experience, it does get easier to decide how
you tackle the challenges coming your way.

I feel like we should probably talk about why you had so much trouble in order to help you.

Who did you play against, which mystery did you draw and why did it take that long?

@ KBlumhardt: I would not recommend doing all reckoning effects at the same time. The problem
with playing it this way is, whatever happens as part of a condition and/or something else can
easily influence other characters which in turn can either make the whole resolution quite messy
and/or affect how you use what you (or someone else) has at their disposal which in turn makes
the whole thing more difficult anyway.