A smaller scale, skirmish focused XCOM-like seemed like an untapped niche in the turn-based tactical sub-genre until literally a few months ago, when Firaxis made one of their own. Remove most of the guns, replace the aliens with eldritch horrors, and add a 2003-era alt rock soundtrack and you have Lightbulb Crew's Othercide, a brilliantly brutal take on the concept.
Sometime right before the turn of the 20th century, a being called The Red Mother lost a battle against a dark threat called the Suffering. In her last moments, she fragmented her soul, and used it to birth clones of herself to fight the good fight in a perpetual goth Groundhog Day, resetting reality back to this moment every time the daughters fail.
At least, I think that's what's happening. The story is told in a disjointed and jarring way, supported by reams of codex entries that fill in backstories of enemies and important moments in the lore. This comes in pieces and not in any particular order, so deciphering them all as you go along can be a chore. That said, the necessary plot points are pretty straight forward - if they aren't a tall, pale woman with a sword, gun, or spear, they're probably the enemy.
RELATED LINKS:
Heroes of Might and Magic III - beautiful, challenging, diverse and the very best of the series
Legacy Review: Mordheim: City of the Damned
Longsword The Digital Table-Top Revolution