There can be only one: Call of Cthulhu.
Of course, I haven’t played any others. But, I do own Call of Cthulhu and I’ve played it several times. I ran a pseudo-CoC game using Savage Worlds/Realms of Cthulhu one Halloween and modified the classic adventure “The Haunting” for use in an Old West setting. Last March, I played in a proper Call of Cthulhu game at Gary Con. It was based on the Destination America show “Mountain Monsters.” Basically, the show is a team of hillbillies tracking and attempting to capture cryptids in the Appalachians. They take it so seriously, it’s actually kind of endearing. The scientific method or modern methods of investigation are nowhere in the neighborhood of these guys as they investigate the Grassman of Ohio or the various bigfoot tribes of the Appalachians. Which, of course, makes them the perfect models for Call of Cthulhu PCs.
I’ve been wanting to run an Achtung! Cthulhu game for some time now. Basically, it’s WWII meets Call of Cthulhu, or the first 15 minutes of the first Hellboy movie (or any of the Wolfenstein games once they start bringing in the occult). Trail of Cthulhu also looks like a good alternative for groups that want to really focus on the roleplaying investigation portion of the game (which is where the Gumshoe system shines).