I stumbled over this - and thought that the gamers amongst Butcher's fans would like it. From Wikipedia:
In Turn Coat, the eleventh book in The Dresden Files by Jim Butcher, the narrator mentions that there are in his universe "terrors that the Black-Goat-with-a-Thousand-Young wouldn't dare use for its kids' bedtime stories."
See the quote in context at
http://en.wikipedia.org/wiki/Shub-Niggurath.
Richard