Cosmic horror is a genre that is incredibly hard to pull off in film for two reasons. If you don't care to watch the short video above, the two reasons are that cosmic horror is a very complex genre, both visually and thematically. Crack open any of HP Lovecraft's short stories and look for the description of the monster. Now take up pen and paper and draw what he just described.
You can't. Often, what's described is too vague or simply impossible to visually depict, and what is coming through those flowery descriptions are the characters own reactions to their exposure to the unknown.
The same goes for the themes of cosmic horror. The genre is all about people experiencing the vastness and possibly malevolence of the universe, and going insane from the revelation. Easy to do in text, where there's no rule that says you can't write page after page of introspection. That's different from a movie, which is about what people say and do, and less about what they think.
Still, some movies pull it off. And this trailer right here doesn't do a shabby job: