The first scenario is somewhat ho-hum, Nazis in the Congo discovering a door during an archaeological dig. There's nothing particularly interesting around the set up and while the characters are strong they are also caricatures that don't really make a lot of sense. They are pulp characters rather than people.
The second scenario is a bit of classic for the King in Yellow, a group gets together to rehearse the play; but the play comes to life! The basic outline of which reminded me a lot of Tatterdemalion from Fatal Experiments.
There are a few interesting touches such as using a Shining-esque derelict hotel as a rehearsal space and having some of the actors expecting a simulated serial killing to occur during the rehearsal to lull suspicions.
The biggest problem with these scenarios though is the motivations for performing the play and how the performers come by or create a script and neither question is answered in a satisfying or inspiring way for me here.
It is the third scenario, Archimedes 7, that blows my mind. Set far in the future with a cryogenic-frozen crew being revived by a ship's computer that needs them to overcome the sabotage and madness that has overcome the flight crew. The setup is fascinating but again we've been here more than once. What is amazing is that everything about the initial situation is turned upside down over the course of the scenario. It is hard to talk about how expectations are subverted but every cliché is overthrown into darkness and the characters rediscover themselves.
The book also packages up a nice rules-light system called Unspeakable which is heavier than Cthulhu Dark and relies on a GM to adjudicate skill challenges but other than that looks like a neat way of handling the "investigator" archetype.
"Madness" is melodramatic and Lovecraftian and not really a model of mental illness, if that is one of your push button issues.
If you've never read a King in Yellow scenario then this collection is a great exposition of the tropes and themes. All of it is competently executed but really Archimedes 7 is the really outstanding piece of work that makes we want play immediately.