Eternal Darkness : Sanity's Requiem is much closer to the feel of Lovecraft than any of the films directly inspired by them.

I haven't played the game but what I've seen of the new Arkham Asylum game it looks like it would make one hell of a Batman movie.

The Silent Hill games (though the film is better than most) still trump a lot of films for wierd atmosphere, the fourth one (though not really a Silent Hill game) would make a great Lynchian wierd out film. Sort of like a cross between Rear Window, Repulsion and Hellraiser.