In Mike Oliveri's "Just a Quick Pick Up," Athena is hired by a wealthy man to retrieve something important to him from a remote coastal town. Both Athena’s client and the townsfolk have amphibious features. At the end of this adventure, Athena vows not to return to Innsmouth anytime soon. Of course, this is a nod to Lovecraft's "The Shadow over Innsmouth."
In Bryant's own story, "The Plot Twist Peril," Athena tells Harry Warner about some of her past exploits that he might be able to use as the basis for a film. One such tale has Athena battling the Pirate Queen and her Malay cutthroats off the coast of Burma over an artifact called the Helm of Nabu, the mystical helmet worn by DC Comics’ hero Doctor Fate.
In Dirk Manning's "Weltschmerz (or "Athena Voltaire and the God of Flesh and Bone)," Athena, viewing a god summoned by Nazis, is sure he is not an Elder God, one of which she has half-memories of seeing during an exploit involving the disappearance of a young, rich woman in a fishing village the name of which she cannot remember. The Elder Gods are from the Cthulhu Mythos. The fishing village is presumably Innsmouth, meaning Athena did not keep her vow never to go there again.
These crossovers are three of hundreds covered in my book Crossovers Expanded: A Secret Chronology of the World Volume 3, which will be published by Meteor House! All three volumes are AUTHORIZED companions to Win Scott Eckert's Crossovers: A Secret Chronology of the World Volumes 1 and 2!