Toontown in WHO FRAMED ROGER RABBIT is probably cinema's most successful representation of cosmic horror.
It's a realm of neverending chaos where physics has no rules, everyone and everything rejoices in violent madness, and nothing from there can age or die. A cheerful non-Euclidean nightmare where the buildings and the shadows and the sun itself are all awake and aware and insane.
Judge Doom is a Nyarlathotep type, a visitor from a psychotic land who is not human but can appear as such and is a harbinger of hell on Earth (ie car culture).