Rolls up sleeves, gets out the posterboard, I give you the "LOVECRAFT" method...(which I just bullshitted in this post, but it completely accurate advice for campaign play)
Loneliness, isolate the characters slowly from the 'normal' world around them over time. They shouldn't be able to relate to the guy at the grocery store anymore, was the Superbowl yesterday? I had no idea. Anyone that doesn't share their mythos experience needs to be slowly disconnected from their lives.
Oppression, Have them make hard choices, a hard sacrifice and have it mean nothing. Give them the idea that they have clever choices to solve a problem, then just overwhelm them with brutality and helplessness. Don't do it too often or they will feel railroaded, do it artfully and they will want to 'beat' the mythos - and once you have the idea that you can do that, the mythos has already won.
Violence, random acts of, brutal, horrifying, REAL violence. Sobbing on the floor, wrist slitting, gut wrenching, "I suffocated my infant daughter because I thought it was going to get in the house.", she confesses...style violence, make players uncomfortable - this isn't a superhero rpg, this is horror, they signed up for horror, they get horror style violence.
Ego. Make them believe they are the only ones that truly understand, they are the ones that have to delve deeper, they are the only hope.
Cultist, everyone could be one, anyone could be one.
Revulsion, lead them to slowly do things that their characters would have never done on day one. Don't let the SAN be a point on a page, write them a little paragraph describing how it personally affects their character.
Apathy, nothing else matters, nothing is as important as knowing and finding the truth. Enforce the sense that the things that insulate them from the mythos and help them retain humanity are keeping them from their real goal of fighting it. Wife's anniversary, Daughter's birthday, taking a shower, cleaning the house, showing up for work? how is any of that important anymore?
Fear, connect them to their environment, and give them clues that lead the players themselves to figuring out something awful about the world in-character. Let the player think they've figured out something their character can't or won't know. Bad role-players will use meta-knowledge to make dumb choices and overreact inappropriately, good role-players will feel an obligation to walk hopelessly into doom's mouth.
Terrorize. Turn on the strobe light, turn up the soundtrack, stand up at the table, make a 'combat decision timer' equal to their current SAN/10. If the player doesn't make a decision in that time, their character freezes under fire, unable to act, bring out the stopwatch shove it in their face, yell at them, make every combat roll seem like the end of the fucking world.