Dagon appears in Lovecraft's "Dagon" (1919) and "The Shadow over Innsmouth" (1936). He is revered as the chief deity of the Deep Ones, presiding over their rites and their interbreeding with humanity.
The inhabitants of Innsmouth formed the Esoteric Order of Dagon to offer him tribute. His physical form is an immense aquatic being whose sheer scale is enough to drive witnesses to madness.