Here's half a dozen to start:

Barbarians of Hyperborea, using the Clark Ashton Smith setting.

Barbarians of Zothique, using the Clark Ashton Smith setting.

Barbarians of Carpathia, if that ever sees the light of day.

Barbarians of the Dark Ages, using the historical period of about 500 AD to about 1000 AD, but flavored for sword-and-sorcery along the lines of Howard's Cormac Mac Art and Turlogh O'Brien stories.

Barbarians of the Dreamlands, gonzo adventures in the Lovecraft setting.

Barbarians of the New World, fightng witches, pirates, Shonokins, and Indians in Colonial America.

World of Xoth has also shown up recently as the default setting for the Blade of the Iron Throne RPG.

Also, Robert Bloch ties the Mythos to Ancient Egypt in several tales.  The dark cult of Nyarlathotep arises many times across the centuries, and it seems that Anubis, Bubastis, Sebek, and Set are linked to the Crawling Chaos as well.

An interesting campaign might be set during the brief and troubling reign of Nephren-Ka, the Black Pharaoh.  During this time, Nyarlathotep was worshipped openly, and grotesque human-animal hybrids stalked the land.  The Chaosium books have placed Nephren-Ka's reign at the end of the Old Dynasty, but I believe this is a serious misreading of Bloch's "Fane of the Black Pharoah," and Nephren-Ka  should be dated to the mid-Seventh Century B.C. instead.