In the fictional Cthulhu Mythos, the Esoteric Order of Dagon was the primary religion in Innsmouth after Captain Obed Marsh returned from the South Seas with the dark religion circa 1838. It quickly took root due to its promises of expensive gold artifacts and fish, which was wanted by the primarily-fishing town.
The primary beings that are worshipped in the order are the Deep Ones, Father Dagon, Mother Hydra , and, to a lesser extent, Cthulhu. The Deep Ones are seen more as intermediaries between the various gods, rather than gods themselves. Even so, the cultists sacrifice various locals to the Deep Ones at specific times in exchange for a limitless supply of gold and fish.