The Great Old Ones 
are a group of unique, malignant beings of great power in the fictional cosmology of the Cthulhu Mythos. Cthulhu, H. P. Lovecraft's famous creation, is described as a Great Old One. They reside in various locations on Earth, and once presided over the planet as gods and rulers.

    1 In Lovecraft's Fiction
    2 Classification
    3 Known Great Old Ones
        3.1 The Lovecraft Circle Mythos
        3.2 Derleth Mythos
        3.3 The Expanded Mythos
        3.4 The Adjacent Mythos
    4 In Popular Culture
    5 Gallery

In Lovecraft's Fiction

Lovecraft uses the phrase "Great Old Ones" in just two of his stories. In "The Call of Cthulhu," it's how the captured Cthulhu cultists refer to the entities they worship:

    They worshipped, so they said, the Great Old Ones who lived ages before there were any men, and who came to the young world out of the sky. Those Old Ones were gone now, inside the earth and under the sea; but their dead bodies had told their secrets in dreams to the first men, who formed a cult which had never died. 

More information on the Great Old Ones comes from Old Castro, one of the few sane members of the cult:

    These Great Old Ones, Castro continued, were not composed altogether of flesh and blood. They had shape—for did not this star-fashioned image prove it?—but that shape was not made of matter. When the stars were right, They could plunge from world to world through the sky; but when the stars were wrong, They could not live. But although They no longer lived, They would never really die. They all lay in stone houses in Their great city of R’lyeh, preserved by the spells of mighty Cthulhu for a glorious resurrection when the stars and the earth might once more be ready for Them. 

Castro looks forward to a time when humanity will "become as the Great Old Ones; free and wild and beyond good and evil, with laws and morals thrown aside and all men shouting and killing and revelling in joy."

In At the Mountains of Madness, the discovery of traces of evolutionarily advanced creatures in Antarctic sediments a billion years old prompts the Miskatonic University biologist Lake to "whimsically recall the primal myths about Great Old Ones who filtered down from the stars and concocted earth-life as a joke or mistake."

Dyer, the story's narrator, later declares that the starfish-headed crinoids known as the Elder Things are

    . . . above all doubt the originals of the fiendish elder myths which things like the Pnakotic Manuscripts and the Necronomicon affrightedly hint about. They were the Great Old Ones that had filtered down from the stars when earth was young—the beings whose substance an alien evolution had shaped, and whose powers were such as this planet had never bred.

Classification

In the broader Cthulhu Mythos, the Great Old Ones are often distinguished from the more cosmically placed entities such as Azathoth, Nyarlathotep, and Yog-Sothoth--known as the Outer Gods--and from alien but less godlike creatures such as the Chthonians, the Deep Ones, the Elder Things, and the Mi-go. Yet this distinction is unclear at times, in part because the terminology is not always consistent; for instance, Nyarlathotep, despite his marked interest in Earth and its culture, is generally considered to be one of the Outer Gods instead of a Great Old One. On the other hand, Hastur has several avatars and is generally based in outer space, but he is still considered a Great Old One. There are conflicting views on the proper classification for Shub-Niggurath.

Very few people dispute that Azathoth and Yog-Sothoth are Outer Gods instead of Great Old Ones, although some accounts make them ancestors of a few Great Old Ones. This has led to the theory that "Great Old One" is the term for everything younger than Cthulhu and Tsathoggua, and "Other God" or "Outer God" to be everything older.
Known Great Old Ones
The Lovecraft Circle Mythos

    Apocolothoth (CIRCLE: "The Tree Men of M'bwa")
    Atlach-Nacha (CIRCLE: "The Seven Geases", EXP: The Philosopher's Stone, "Atlachnaphobia")
    Basatan (CIRCLE: "The Master of the Crabs")
    Bokrug (HPL: "The Doom that Came to Sarnath", EXP: "The Sister City")
    Byatis (CIRCLE: "The Shambler from the Stars", EXP: "The Room in the Castle", "The Beard of Byatis")
    Chaugnar Faugn (CIRCLE: The Horror from the Hills, HPL: "The Horror in the Museum", AWD: "The Return of Hastur", EXP: "The Fishers from Outside")
    Cthulhu (HPL: "The Call of Cthulhu", EXP: "The Plague of St. James Infirmary", "Dead Leaves Fall")
    The Dweller in the Gulf (CIRCLE: "The Dweller in the Gulf")
    Ghatanothoa (HPL: "Out of the Aeons", EXP: "The Return of the Lloigor", "The Thing in the Pit", Downward to Darkness, "Destroying Paradise, Hawaiian Style" (RPG adventure), Atomic-Age Cthulhu)
    Ghisguth (CIRCLE: "From the Parchments of Pnom", EXP: "October Surprise")
    Gloon (HPL: "The Temple", EXP: Mansions of Madness, "Inheritance")
    Gobogeg (HPL: At the Mountains of Madness, EXP: "Cthulhu Wars")
    God of the Red Flux (CIRCLE: "The Tree Men of M'bwa")
    Gol-Goroth (CIRCLE: "The Children of the Night", "The Gods of Bal-Sagoth", "The Scarlet Citadel", EXP: "The Fishers from Outside", "Free the Old Ones", The Black Drop)
    Han (CIRCLE: "The Shambler from the Stars")
    Hastur (ADJ: "Haïta the Shepherd", "The Yellow Sign", HPL: The Whisperer in Darkness, AWD: "The Return of Hastur", The Lurker at the Threshold, EXP: "The Feaster from Afar", "The Seed of the Star-God", "The Voice of Zarnak", "The City of Yellow Lights")
    Hziulquoigmnzhah (CIRCLE: "The Door to Saturn", "From the Parchments of Pnom")
    Iod (CIRCLE: "The Secret of Kralitz", "The Hunt", "The Invaders")
    Juk-Shabb (HPL: "The Challenge from Beyond")
    Khalk'ru (CIRCLE: Dwellers in the Mirage)
    Krang (CIRCLE: "The Tomb of the God", "The Fidelity of Ghu")
    Mordiggian (CIRCLE: "The Charnel God", EXP: "Identity Crisis", "Ghoul-hand Duke", "Reflections of Dust and Death", "Dead in the Water", "Nekros Nomos Ikonos")
    Mormo (HPL: "The Horror at Red Hook", EXP: Trail of Cthulhu,"The Betwixt")
    Nug (HPL: "The Last Test", EXP: "Out of the Ages", "To Clear the Earth", "Black Fire", "The Strange Doom of Enos Harker")
    Nyaghoggua (CIRCLE: "Nyaghoggua", "The Abyss")
    Nyogtha (CIRCLE: "The Salem Horror", EXP: "The Horror in the Gallery", "The Stairs in the Crypt", "The Acolyte of the Flame", "Photo Essay")
    Oorn (HPL: "The Hoard of Wizard-Beast", EXP: Mad Moon of Dreams)
    Quachil Uttaus (CIRCLE: "The Treader of the Dust", EXP: "The Keeper of the Dust")
    Rhan-Tegoth (HPL: "The Horror in the Museum", AWD: The Lurker at the Threshold, EXP: "The Acolyte of the Flame", "Perchance to Dream", "The Return of Rhan-Tegoth")
    Rlim Shaikorth (CIRCLE: "The Coming of the White Worm", EXP: "The Horror in the Gallery", "The Light from the Pole")
    Sebek (CIRCLE: "The Secret of Sebek")
    Sfatlicllp (CIRCLE: "From the Parchments of Pnom", EXP: "Voormi Hymn of Deliverance", "The Epistles of Eibon", "Fear in a Bottle")
    Shathak (CIRCLE: "From the Parchments of Pnom")
    Shaurash-Ho (HPL: Selected Letters 4.633)
    Shista (CIRCLE: "The Fidelity of Ghu")
    Sthanee (CIRCLE: "Nyaghoggua", "When Sthanee Wakes")
    Thasaidon (CIRCLE: "The Tomb Spawn", "Xeethra", "The Dark Eidolon", "The Infernal Star", EXP: "Wizards of Hyperborea", "Star Spawn of Hyperborea")
    Thog (CIRCLE: "The Slithering Shadow")
    Tsathoggua (CIRCLE: "The Tale of Satampra Zeiros", "The Door to Saturn", "From the Parchments of Pnom", "The Seven Geases", The Black Book of Clark Ashton Smith, EXP: The Illuminatus! Trilogy, "The Old One", "The Round Tower")
    'Umr At-Tawil (HPL: "Through the Gates of the Silver Key")
    Vulthoom (CIRCLE: "Vulthoom")
    Yeb (HPL: "The Last Test", EXP: "Out of the Ages", "To Clear the Earth", "Black Fire", "The Strange Doom of Enos Harker")
    Yig (HPL: "The Curse of Yig", EXP: "The Vengeance of Yig", "Scales of Justice")
    Zstylzhemghi (CIRCLE: "From the Parchments of Pnom", EXP: "The Throne of Achamoth", "October Surprise", "The Minions of Zstylzhemgni")
    Zushakon (CIRCLE: "The Dark Demon", "The Bells of Horror", EXP: "The Descent into the Abyss", "Dead of Night")

Derleth Mythos

    Cthugha (AWD: "The House on Curwen Street", "The Dweller in Darkness", EXP: Elysia, "The Black Mirror")
    Ithaqua (ADJ: "The Wendigo", AWD: "The Thing that Walked on the Wind", "Ithaqua", EXP: "Born of the Winds", The Clock of Dreams, Spawn of the Winds, In the Moons of Borea)
    Sho-Gath (AWD: "The God-Box")
    Zhar and Lloigor (AWD: "The Lair of the Star-Spawn", "The Sandwin Compact", EXP: "The Thing in the Pit", "The Sussex Manuscript", "Meet Me on the Other Side")
    Zvilpogghua (AWD: The Lurker at the Threshold, EXP: Return of the Manitou, "Strange Manuscript Found in the Vermont Woods")