In response to a few emails, here are some of the more affordable encyclopedia sets from the 20's and 30's currently on Ebay.
LOT SET CONCISE ENCYCLOPEDIA FIRST EDITION LIBRARY 1937
Vintage 1921 American Educator Encyclopedia complete
It has nothing to do with "Call of Cthulhu", but if money were no object I would snap up this 1911 edition of the Encyclopedia Britannica in a heartbeat. It's notable for being the last edition with meticulously detailed articles by experts, including descriptions and instructions for almost every known chemical, industrial, and mechanical innovation and process known at the time. It's frequently cited as the most valuable collection of knowledge ever assembled. With it you could rebuild civilization from scratch if and when TEOTWAWKI (the end of the world as we know it) arrives.
1911 Encyclopedia Britannica 11th Eleventh
Or you could browse through it online for free.