Like DA, it sounds a little like a game I started to run a while back, although mine didn't have the Martians, and had more occult in it. I ran it in Champions and based it off the League of Extraordinary Gentlemen but set in the run up to WWII. The PCs were invited to a mysterious meeting in London, from which they went on a world spanning tour in an attempt to locate a number of magical gemstones before the bad guys could grab them and use them for their nefarious ends. It didn't get very far, but I'd almost consider doing it again, maybe as a pbp, if I could find a system other than HERO (which I knew well enough to make up characters, but a lot of people don't and is a bit of a learning curve for new players).
If you are OK with a) spending a few bucks, and b) not worried about systems, just ideas, then have a look at some of the Pulp adventures done by HERO. They are $3 each from DriveThru, a selection here:
DriveThruRPG.com - The Largest RPG Download Store!
Titles include: Tablets Of Destiny, Fangs Of The Scarlet Serpent, The Voodoo Cross, Pterodactyls Over Broadway, Valley Of The Spider Queen and the ever popular Nazi Death Zombies!
And quite a few more on HERO Games' own site:
https://www.herogames.com/browse.htm?keywords=&categoryID=220004&releaseDate=-1&available=Y&pdf=Y
EDIT: Yeah, yeah, you must spread XP around before giving it to DannyAlcatraz. Stop making so many posts about stuff that's cool, dammit!