Haiyoru! Nyaruani: Remember My Mr. Lovecraft Episode 4

The story centers around Nyarlko, a formless Cthulhu deity who can take on the shape of anyone it wishes, but particularly the shape of a seemingly ordinary silver-haired girl. Mahiro Yasaka is a normal high school student who is chased by aliens one night, until "Nyarlko" saves him. (Source: ANN)