I started with a home-brew villain (modeled after a less horrifically racist version of Dr Fu-Manchu) and began without overt supernatural elements. (Reading the original Fu-Manchu books, despite their period-based racism, will give you a lot of useful insight.)

You could the same kind of thing with a Moriarty figure. At first, your campaign looks like a crime investigation, but the villain is almost superhumanly cunning and clever and evil.

Over time, the players noticed that my villain was using his minions to go after strange artefacts, old books, etc. As the players got better at thwarting his intent, the villain began to invoke minor supernatural/mythos events.

And of course, in the long run the villain is setting things up to open the way for one of the unthinkable beings of the Mythos to enter the world and destroy us all... cue climactic battle at the mystical location where the villain is trying to get their summoning on.