It all started way back in 1987 when Arkham Horror was published by Chaosium. Later on, Fantasy Flight Games picked up Arkham Horror and reinvented it and released it in 2005. More recently, FFG has expanded that universe by adding in lots of add-ons for Arkham Horror, bringing out Mansions of Madness, Elder Sign and even the Call of Cthulhu LCG.
And now FFG has announced the next item to join this Mythos collective, set in a world plagued by the Unspeakable, and that is Eldritch Horror.
Where Mansions of Madness is set in a museum and Arkham Horror is in a town, Eldritch Horror encompasses the entire world. It takes the players on an grand scale adventure all over the globe to help in preventing some ancient evil from bringing ultimate death and destruction to the world.
The announcement page has a good amount of info on this game, and the video below good good insight into the deep storyline and more information about the game from the creators. It is well worth the watch.