Horror and science fiction writers have harnessed this concept (and it's related cousin, Deep History) ever since the birth of speculative fiction. Nigel Kneale is one of my favourite screenwriters partly because of his deft handling of the idea. His masterful works Quatermass and the Pit, and The Stone Tape are brilliant examples of this.
Typically the storyteller's ruse is that a haunted house is built on something much older, and the ancient thing has been making everyone's life a misery for centuries. Such tales play on our fears about control. Humans love the idea that we have achieved mastery over nature by virtue of our skills and our ability to learn. Discovering that we might be prey to far older things that still exert an influence no matter how much concrete we pour over them is disconcerting, to say the least.
In this post, I want to talk about Lovecraft's handling of the topic and I'm going to use some fancy diagrams to do it. What I like about Lovecraft's work is that the Deep History is clearly articulated through the strata of his locations. He describes in exacting detail the tiers of his locations and buildings with enough information to make a floorplan so detailed you could create an RPG encounter. As the protagonists descend through the layers of, say, Joseph Curwen's shabby Pawtuxet bungalow, the reader discovers more and more about terrible secrets buried at the bottom of the dungeons.
These delvings often take a turn for the surreal. In many tales there are episodes leading to temporal distortions or wormholes (sometimes causing, or being indiscernible from, madness) which lead down strange, alternative paths. These are Deep History or Deep Time excursions 'out of aeons'. They typically reveal more information about the scope or scale of the conspiracies. But these episodes also serve a second function. They evoke our primal fears around existential nihilism. By breaking the laws of physics or showing just how utterly doomed humanity is, these wormholes imply that life has no intrinsic meaning or value. In the context of Lovecraft, this has been dubbed Cosmicism.
Without further ado, let's look at some examples. I ought to point out that this is not an exhaustive list of all of Lovecraft's stories which use this technique, but a few of my favourites.