Álex de la Iglesia pioneered The Call of Cthulhu in Spain, a player before there was a Spanish translation, founder of a role-playing club ("Los pelotas") in the eighties, and even wrote several adventures. In fact, in the next few weeks, "The macabre joke" will be published in Spain (taking advantage of the success of the series), which is announced as a kind of prequel for "Masks of Nyarlathotep": http://www.edgeent.com/juegos/articulo/la_llamada_de_cthulhu/la_broma_macabra
Many of his films are clearly influenced by the adventures of CoC, especially by his completely mad endings (although he is often criticized, perhaps not without reason, that he does not know how to finish his plots well). Some of them are very close to the campaigns of the game "Witching & Bitching" (2013, originally "The witches of Zugarramurdi"), especially a Spanish classic from the 90s, "The Day of the Beast" (1995) (three unlikely researchers, an illusionist-television showman, a conservative catholic priest and a histrionic heavy, seek to save the world from an apocalyptic prophecy while losing a lot of sanity), all of them with a very extreme and peculiar sense of humor. They may not be very great movies (some are better than others, I love very much "The day of the beast"), but if there is a director adored by spanish role players, especially by CoC fans, it is Álex de la Iglesia.