Lovecraft means fun
Let's begin with the assumption that you know nothing about the H.P. Lovecraft Historical Society (www.cthulhulives.org). The first part is Howard Phillips Lovecraft, author of numerous macabre tales. If you don't recognize the name, then let's call him an influential cult figure of some talent. If you do recognize the name, then you either a) read all his stuff incessantly no matter how obscure; b) find his writing a wee bit ponderous, but grant him some credit for accomplishing this or that; or c) you recall an acid rock band that swiped his name. The "Historical Society" portion of their name bears no resemblance to the historical societies which dot the small town landscape. The term signifies an interest in the past. The curious thing is how this interest manifests.
The members of the HPLHS like to live-action role play (imagine Dungeons & Dragons without the table). Games like Vampire: the Masquerade and Killer have been encouraging players to move beyond dice rolling, but these people have clearly moved on to a whole different level. They have traveled to Great Sand Dunes National Monument in southern Colorado and the BritishMuseum in London. They usually portray 1920s-era Lovecraftian versions of Mulder and Scully faced with the best that their imaginations can throw at them. The individuals who design these investigations utilize Hollywood-style props and surprise guests. They simulate combat and camp together (you decide which is more dangerous).
Sure, it sounds like a murder mystery weekend gone haywire. But the Society has been at it for more than 20 years. Hundreds of people have participated. Did I mention that the motto is "Ludo Fore Putavimus" ("We thought it would be fun")?