In Seattle.
Given the climate, it is obvious in hindsight that He would have chosen Cascadia to begin His invasion of the land. We have all had to grow gills to adapt to this environment, so for Great Cthulhu, mightiest of the Great Old Ones, it would have been mere child’s play to pick a garage for rent off Craigslist, do the Paypal conversion of R’lyehian bhkatii to Yankee greenbacks and email six month’s rent in advance, then move in under cover of darkness.
hat tip to Judy for passing on the eyewitness account and photographic proof.
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raincoaster 
This may be an east coast-west coast thing, but, people, the dude barely made it out of Providence. In Rhode Island. Howard P and his posse were (are?) east coast. Full-on New England styles. Yo, da dog’s longest rap was a historical bit about QC, y’all.
Seattle? I don’t know. It’s a long way from Innsmouth.
Like a fish out a ‘da hood, ya dig?
Hey, Ponape is on the Pacific. HPL is, no doubt, just where we left him, but the repulsive, gelatinous bulk which is Mighty Cthulhu has been known to manifest in many places. An abandoned Seattle garage is much closer to the site of the Alert conflict than Rhode Island. In fact, I don’t believe Cthulhu himself was ever sighted in/on/near the Atlantic…was He?
No, perhaps not. However, records are scant (this is all based on translations from the Chinese, after all) and R’Lyeh has been placed by some scholars right off the coast of Massachusetts. Admittedly, most of these minds have been clouded by the elder gods and bizarre ill-formed Atlantean theories, but who knows? At times, dark tendrils find their way to wisdom. Heck, I’ve even heard word of C’thulhu cults in Greenland.
All evidence of HPL in the hood, to my (clearly insane) mind. ;)
I believe (having just finished re-reading The Shadow Over Innsmouth) that you are mistaking Yha-nth’lei for R’lyeh. An easy transposition to make, particularly late on a Sunday.
God, I love being superior!