You know it's a good Cthulhu session when, 15 minutes after the session wrapped up, your wife takes great pains to specifically spell out, without prompting of any sort, that there's no chance of any amorous contact that night because she's way too creeped out.
The session in question had featured a sequence where her character went to great efforts securing her home from intrusion, only to discover that the crazed cultist / would-be rapist was already hiding in her bedroom. She fought him off (and eventually got to her gun and put two bullets in him), but I sure didn't make it easy, nor sanitary. The light mechanics of Trail of Cthulhu helped keep the battle narrative, and the scene really captured the feel of a horror film or urban legend. As I said, it made for a great Cthulhu session, and it was a worthy experiment in staging a scene. Mind-rending horrors from beyond time and space just aren't as horrifying as the threat of the fate worse than death.
Just the same, it's probably not something I should ever repeat. Also definitely a no-go if you don't know your players really damn well. Some players get very caught up in their characters being an extension of themselves - and it's really easy to misjudge where someone's comfort zone ends. Having explored it once, may advice is don't try this one at home, kids. Luckily, I knew exactly where to draw the line. That sofa gets cold and lonely at night. :)