A few lesser-known ones:
The titular Eater from Eater by Gregory Benford. It's a sentient black hole. More specifically, a boltzmann brain made up of electromagnetic fields in a black hole's accretion disk, which is capable of expelling plasma from itself as propellant to steer itself towards new sources of mass since it needs to be constantly consuming something to maintain its accretion disk. What makes it so effective is that it isn't particularly eldritch, people can understand the theoretical basis of how it works and its motivations, but that doesn't make it any less of an indefatigable threat to modern humanity.
The planets from Born of the Sun by Jack Williamson. Turns out, planets don't actually exist, not as we thought of them. What do exist are absolutely colossal spacefaring organisms which incubate their eggs by laying them in orbit around stars. Which is discovered when the world is menaced by massive inexplicable earthquakes, geologists are hauled away to asylums gibbering about doomsday and the moon hatches.
The Robot Mother from Mechanical Mice by Maurice G. Hugi. Aka, terminator as cosmic horror rather than action, as published over forty years before terminator released. A mad scientist creates a means by which to view the future to get rich on patents of 'his' inventions, only to be driven into madness and destroying his only real invention at the certain knowledge of humanity's doom and his preordained role in it, his greed and meddling in eldritch knowledge having given the first generation of the inevitable inheritors of the earth access to modernity.
The Patron/Church of the Patron from /tg/. There's a religion, popular among bards, performers and miscellaneous artists in general, deifying an entity called the Patron. They have a holy symbol, a sort of distorted stylized eye, which are literally said to be the many eyes of the Patron, which it can see through. The Church believes that the Patron must be constantly entertained by viewing art and performances though its symbolic eyes, since if it ever isn't, it'll destroy the universe and make a new one in the hopes that it'll be more entertaining. Again. There's some evidence that it's already done this at least once with various lesser eldritch horrors being survivors of previous universes and the current universe is actually a lot newer than it looks. Secretly, the Patron doesn't actually care about the artwork, the constant terror of nonexistence among its followers is what it actually finds entertaining.