Rod Sterling's Night Gallery did a few Lovecraft adaptions in the '70's - Cool Air was awesome, but I haven't seen Pickman's Model :(
Mikeus Caesar - Guillermo del Toro is interested in doing an At the Mountains of Madness movie, it is years away though.
My personal favourites are The Colour Out of Space and Pickman's Model.
I just read At the Mountains of Madness and then noticed the thread... woo!
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