His Lordship Cthulhu's interests:
Driving humanity insane and playing baccarat down the club with his contemporaries Bertie Wooster, Arsène Lupin, Hercule Poirot, and Dr. Fu-Manchu.
Poirot's tracking down the bads, but Bertie...? Bertie's just innocently indulging in a spot of good old gambling.
Maybe Poirot and Jeeves can save the day before Bertie has his valuables pilfered (Lupin), sanity blasted (Cthulhu of course) or his life cut short (Fu-Manch's dacoits, Thuggee, hashashins, poisonous fungi, spiders, bio-weapons, toxic gasses etc.)
1). Bertie's generally broke and Lupin only targets the very wealthy, so he's probably safe from the attentions of Leblanc's Gentleman Burglar.
2.) Bertie never had much sanity to begin with, so Cthulhu's fairly harmless.
3). Bertie's never going to start unravelling and exposing The Insidious Dr. Fu-Manchu's evil plans - he doesn't have the brains for it.
4). Enjoy your cards Mr Wooster, but you'll be broke as hell afterwards!
Poor Jeeves, what a lot to fix...
Poirot - give up! Fu-Manchu might share you distaste of guns, but that's only because he's too diabolically inventive to be so boring...
Anyway Cthulhu, Lupin, Fu-Manchu, Poirot, Bertie and Jeeves: six amazing characters! Each one composed of pure, unadulterated win! Well maybe not Cthulhu...it was pretty lame getting hit by that boat, but we all have our bad days.
Wow, I'm easily distracted!
EDIT: Found this from the Black Dossier, "What Ho, Gods of the Abyss". Yep, a wonderful Wodehouse and Lovecraft crossover. [link]