Arkham Horror is an awesome board game that will consume your time, money and sanity. It is both played too frequently and not frequently enough, because contradictory states of being are just part of the insanity of such things.
There are several expansion and a few spin-off games:
Curse of the Dark Pharaoh
The King In Yellow
Dunwich Horror
Kingsport Horror
Innsmouth Horror
The Black Goat of the Woods
The Lurker at the Threshold
Miskatonic Horror