Ok, this is a good one. I had a call of cthulhu boxed set, and bought the D20 book. I have a plush Cthulhu. My players know I'm trying to kill them. When they see me reach for the D20 Cthulhu book, they know they're in big trouble. I once had them find a cave, and as they entered, tentacles started coming for them, and I had the Cthulhu book open to his page. I was hoping to inspire blind panic-stricken flight, but it was actually only a dragon's lair, the tentacles were Evard's Black Tentacles. Still, I wasn't going to tell them until they figured it out. On another occasion, I set up a lot of trees and forest-terrain miniatures hiding/obscuring my Cthulhu plush toy sitting on the battlemat. The Players could clearly see it, but their characters couldn't. I was betting I could get one of them to do the stupid thing and go see what it was. That time it wasn't Cthulhu either, it was the Tarrasque, in stasis, waiting for someone (usually one of the gods on a mission of vengeance, but could be anyone) to awaken it. No one was that stupid and they all silently, quietly moved their miniatures past it without acknowledging it in any way. They knew, whatever it was, that as soon as someone did, they were dead. Cthulhu was hurled from his throne in the stars and slammed into my world, the impact left an enormous crater that breached to the sea. The country is built around a crater filled with a saltwater lake, and said to be bottomless. Cthulhu is at the bottom, his presence fills the surrounding country with a Dead-magic, Dead-psionic zone. The capitol city is Starfall. A few PCs know what's at the bottom of that lake, and no one has ever gone near it. One day, though, when the stars are right, and I'm in an especially bad mood...