The Cthulhu Mythos is the loose shared world that grew as Lovecraft and the writers around him borrowed one another’s gods, forbidden books, and place-names. It is not a single canon but a system that grew through many hands repeating the same vocabulary.
The name "Cthulhu Mythos" itself was coined after Lovecraft’s death by August Derleth. Lovecraft never gave his own body of work a fixed name; he intended its vagueness and incompleteness.