[quote=@Vilageidiotx]
Arthurian for England. Imagine Merlin and Churchill. The dialogue would be beyond amazing.

The United States would have Superheroes methinks. Thunderbirds are nice, but they are more symbolic of Native Americans.

Cthulhu, though imagined by an American, would best suit Japan. Cthulhu looms deep and distant in the Pacific, after all. And there are comparisons to Godzilla. 

This is nice and all, but now you have to tie it all together to be something coherent. 
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 I picture Cthuluhu as his own entity/force in this setting. Maybe the Japanese Empires aggression is against Cthulu, an independent threat not allied with the major powers. Maybe the Empire of the Rising Sun wants to somehow harness the power of Cthulu-triggering atomic grade weapons. Also I think it would be kind of cool to mix in Native American myths. Some of the most famous heroes of WW2 were of Native American ancestry. As for tying this all together-good luck...