thanks
Check out the D20 version of the Call of Cthulhu RPG; as far as I know, only the single core rulebook for that version exists, but at least up until a couple months ago it was relatively inexpensive to buy it unused from some online vendors. As time goes by, I appreciate the quality of this resource more and more for the detail, excellently-written fluff, and great advice for working with a horror-themed campaign. I think it's the best-written D20 horror-themed books I've ever seen, and should go quite well with the D20 Ravenloft setting (which I thought was pretty well-written in its own right.) The gaslight Call of Cthulhu setting and Ravenloft should have a lot more in common with each other than they have in difference.
At least two different D20/3rd Edition versions of the Underdark campaign setting seem to exist, but unfortunately, the one version I've got (published by Goodman Games) really doesn't emphasize horror all that much; your mileage may vary with this and the other D20 versions. The 4th Edition Underdark setting book, however, looks beautiful, the fluff is among the best and creepiest stuff I've seen for 4th Edition D&D, and it shouldn't be too much trouble to translate anything from the 4E version that captures your imagination into 3.5E/D20, with the help of the D&D 3.5E core rulebooks and a little creativity. (If the 3rd Edition Underdark book looked and read as good as the 4th Edition Underdark book, I would recommend it in a heartbeat.)