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Everything's in the title. Hastur & Cthulhu are both Great Old Ones, yet the former lives on Aldebaran whereas the latter lives in R'lyeh. And both of them hate the other, taking it to the point where Hastur even helps humans who do not worship him if it could bother Cthulhu.

My question is : What happened between Hastur & Cthulhu that made them "fight" ? In some stories, they are depicted as half-brothers or at least relatives. Is it written in any story involving one or both of them ? If so, is it possible to get the name of this story ?

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    Derleth was a talentless hack. From a purely HPL perspective they are beyond love and hate or any other emotion a human could hope to feel. Trying to anthropomorphize their actions would only get you eaten, where they digest your soul for a trillion years. – John O Feb 13 '14 at 16:18
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No relationship between Cthulhu and Hastur was mentioned in any of Lovecraft's original stories (I think Lovecraft only once mentioned Hastur in a list of names of powerful entities in The Whisperer in Darkness, see the quote here), this rivalry was created by August Derleth in his own "Cthulhu Mythos" stories written after Lovecraft's death. This entry at a Mythos wiki says:

Although Cthulhu is the best known figure in the pantheon, his alliance with the other mythos creatures in Derleth's stories is an uneasy one at best. At least one other Great Old One rivals his power and appears to be his personal enemy. That being is Hastur, Lord of the Interstellar Spaces, who currently resides in the Hyades. Although Derleth did not create Hastur, he did introduce him into the mythos as Cthulhu's half-brother and worst enemy. Various stories feature Hastur's cult assisting those trying to prevent Cthulhu from awakening. Other stories simply mention the rivalry between the two. In Derleth's "The Return of Hastur", first published in March 1939, the two gods even meet face-to-face, albeit briefly. This must be taken with a grain of salt, however, since many authors of Mythos fiction rarely dwell on this assumed rivalry, if they acknowledge it at all. It should also be noted that Hastur's domain is limited to a region far beyond Earth (Carcosa) and rarely impinges on Cthulhu's territory on Earth.

I would guess that if any clear incident set off the rivalry in Derleth's stories, it would be mentioned in the wiki. Maybe it's just sibling rivalry?

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    It was a common trope among the early writers of the Mythos to 'adopt' or create an Elder God to develop..Robert Bloch's was Nyarlathotep. Derleth is the only one to try and impose a heirarchy and even worse a Good/Evil dichotomy on them. In the early stories, they were pretty much all bad. – Oldcat Dec 12 '14 at 22:14
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To understand this conflict you must first be aware that it isn't hastur and cthulhu which are hating each other, it's their minions.

There are also several other aspects that you need to know.

First of the mi-go is a race able to delete it's own memories individually, which makes the mi-go very hard to "read" as a species. Given that they do not have intuition their race is build on pure observation of trial and error, which means that they experiment and observe to learn about the universe. Such a society would sooner or later start experiments on itself, which may explain why mi-go's have warring fractions among themselves. A "control"-caste is able to decide different mi-go test civilisations and let several mi-go's learn the necessary and forget the rest. This is the direct reason why the mi-go's on yoggoth does not remember their origin in space, but still know that it's their duty to explore the sol-system.

The mi-go visited earth at a time where cthulhu was at war with the elder things. From their travels in space they still held the information about encountering both the elder things and the mythos, and since they had outposts on pluto it would benefit them to join one side or another. This would also give them valuable insight on both races.

The war amazingly ended with a truce where the elder things and the cthulhu split the earth in two parts. Cthulhu then went into hibernation.

Then the unthinkable happened. Humanity evolved and their first nuke told the mi-go that our mental makeup was special. They made experiments and found that humanity had evolved intuition, which bypasses research and observation in huge jumps. This is something that the mi-go want's for themselves, so humanity had to be preserved and the mi-go had to doublecross the mythos.

Cthulhu should have risen for some time, but the mi-go have changed the insides of our moon to control some of the tides on earth, and since the tides control the wakeup sequence of cthulhu, he remains asleep. The mi-go's are also having dimensional dampeners in their lairs that prevent Hastur from manifesting on earth, which is why the brothers of the yellow sign" is at war with the mi-go, trying to torture information out of them (Hard considering their memory deletion capabilities) The mi-go keeps the rest of the mythos at bay by claiming that it would be heresy to let hastur roam the earth without cthulhu, since they are halfbrothers and both hold the birthright to guide the armies of the mythos on earth.

This is the current situation :D

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