Michael Stueber brings us an idiosyncratic investigators journal mixing the Mythos with primal mythological themes.
"I made this a few years ago as a just-because project. It started out with an idle idea of linking H.P. Lovecraft's Cthulhu mythos to the chaoskampf myth tradition, and became a much more involved project. I dug up primary sources (trying to keep them all earlier than the 1930s), and hand copied many images from Wikipedia. I don't care to speculate on just how much time I invested in this thing."
It's a cool little project, and you should really click on through and check it out.
I'll take this opportunity to mention that journals are a great way to tell a story using props. If you need proof, just read Bram Stoker's "Dracula". The entire novel is a series of written documents- letters, journal entries, telegrams, and other reproduction friendly ephemera.
If anything, the epistolary tale is more effective today than ever before thanks to the massive amount of information indexed on the internet. That not only makes it easier to do your own research, but allows you to make a story even more interesting by linking it to real historical events. One example from my own work is in the two postcards I've done featuring the Arkham Sanitarium, one from 1920 and the other from 1928. The absence of the massive flags on the front lawn is a very subtle difference between the two, something almost no one would notice unless it was pointed out. If I used those cards as inserts for a journal the images would be a perfect set up for the revelation that a freakishly powerful storm hit Arkham on August 26, 1924. Now all the historical information about the storm becomes part of the narrative, grounding the story in reality while tapping a wealth of meta-content.