These things are just rad. I don't even play Arkham Horror, I just keep these little guys in my dice bag and pull them out before I start each of my RPG game sessions, setting them around the table in various spots, both the big ones and the smaller ones being perfect to squeeze into odd corners and weird spots around the table.
It adds a nice little bit of flavor to my games. Whether it's my Call of Cthulhu game, where I just set them around the table in odd places for flavor, reminding the players of the kinds of things that are always watching them from the shadows and in odd corners, or during my heavily Lovecraftian, Mythos-based Pathfinder campaign, where I set them around the edges of my Chessex grid-mat, letting the players know just exactly what forces are lurking, watching, and waiting just beyond the edge of their vision (and the edge of their lives.) Letting them know what is in store for them in the future if they probe too deeply into Things Man Was Not Meant To Know (which, of course, being good, curious, risk-taking adventurers, they will do anyway. And once they get high enough level, the real fun will start... :)
I just wish I could find some Mi-Go, Shoggoths, or Dark Young of Shub-Niggurath to use the same way!