This article uses three research methodologies to explore the deep meanings of the online game THE SECRET WORLD / SECRET WORLD LEGENDS (Funcom, NO 2012–present), a network of computer simulations of religion designed by and for fans of the literary works of H. P. Lovecraft (1890–1937). These methodologies are (1) a role-playing field ethnography called “participant observation”, which involves entering the virtual world to experience it directly; (2) online data capture, usually in the form of copying text or images from the computer screen, which creates an archive for later analysis, both within THE SECRET WORLD and in relevant online sources of information; and (3) statistical analysis, which is based on hundreds of games labeled “Lovecraftian”, and considers the quantitative variables that define the abilities of numerous avatars. This virtual fandom includes the “game designers”, who are inspired by Lovecraft, and journalists and wiki contributors. Many devoted fans not only follow the culture but also create new manifestations of it, thus integrating fantasy into real life and partnering spiritually with the long-deceased Lovecraft.