The Dreamlands

Many of Lovecraft's stories tell of people having exceptionally vivid dreams and losing touch with reality, for example, in Polaris the narrator tells of entering a city in his dreams and, over time, feeling like he is becoming more real in this dream world. He eventually feels that his waking state is actually a dream from which he cannot wake. In some the dreamers are completely aware that they are in the Dreamlands, in others they just catch glimpses of magical (sometimes terrifying)places and beings.

The Dreamland stories begin to be covered with the Achtung! Cthulhu book, Heroes of the Sea. In here it's made clear that the Nazis have discovered a way to create a permanent, mobile portal through which anyone physically enter the Dreamlands, allowing full exploration and exploitation of it's resources. They have also created a drug to allow anyone to be put to sleep and enter the dreamlands that way too. Karl Friedrich Walpurgen, a noted occultist that is working with the Nazis is heavily involved in their investigations to the Dreamlands and their exploitation. Given that we don't ever encounter Walpurgen in the story, we can safely assume that his experiments don't end with this one portal, leaving things open for future nastiness.

Depending on how successful the investigators are in their mission, they may have actually managed to capture the submarine containing the Dreamlands portal, or a sample of the dream drug. Either of these will allow the allies to explore the odd world of Dreams in a more controlled fashion. Even if they don't capture the submarine, or the drugs it should now become apparent to the players that there is another world that sits along side ours that isn't quite right and should spark some investigations into further dream related apparel. Most cultures have some belief in dreams, be it holy visions or mystical rights... but the most obvious ones are probably the Native American tribes.

Native Americans saw dreams as a means of obtaining sacred wisdom and guidance for life and that their ancestor's spirits would visit them at night; most likely they knew the secrets of the Dreamlands and how to access them, but how will you persuade them to help in a war that isn't (yet) theirs?