The novella A Colder War by Charles Stross seems thematically quite similar to his Laundry series (cold war + Cthulhu and Lovecraftian spy thriller, respectively). Are they supposed to belong to the same universe? Alternate histories of the same universe? Or are they independent? The ending of A Colder War seems to suggest that some or all of what has happened is
A simulation created by Cthulhu to torment the protagonist.
Which leaves the state of the world ambiguous, especially as to its compatibility with the Laundry novels.