In Real Life

A letter arives consisting only of the word "BEWARE", a crude sketch of a beetle, and the caption "The Siberian Beetle". It is followed by others with captions saying things like "The Siberian Beetle Can Talk" and similar - each one postmarked slightly closer to the character receiving them. (This one courtesy of the FBI, which never actually implemented the plan to send folks these.)

A book develops an inexplicable stain while sitting on the shelf. The stain looks and smells an awful lot like blood... (Ironically, the book this really happened to was my copy of Cthulhu Live. - Teucer.)