I've been wondering about this for awhile, and now I have to ask.
Even before the players decided to film the King's country in Russia, "Sunset of the King" felt like it might be getting to Carcosa by way of Nabokov, particularly his novel Pale Fire. By the end, I felt like it couldn't be a coincidence.
Consider this:
"Sunset" involves a strange old man hiring a crew to make a film about a king who lives in luxury and doesn't realize what a bad ruler he is until the revolution comes. Then he escapes the country and crosses the ocean, eventually finding personal truths in the new country that he can use as a weapon to reclaim the old. The old country has vague resemblances to many others, but is no country in particular. The strange old man uses enchanted mirrors as gateways, and the film even includes an assassin stalking the King, but killing someone else.
Pale Fire involves a strange middle-aged man explaining that he is the last king of a fictional country that has vague resemblances to many others. He once lived in luxury and didn't see the revolution coming. After the revolution, he escapes to America (an extended sequence, just like the strange old man asked the film crew to make, although not one with a car chase and machine guns), where he is hunted by an assassin who kills someone else instead. At the end of the novel, the king suggests that he may try to make a film that dramatizes his life and escape, to be called Escape from Zembla. Oh, and mirrors show up in significant places, but not nearly as much as in, say, Borges, who I know also influences Ross's architectural horror games. And the king is probably just a madman who thinks he's a king, Carcosa-style.
There are also a number of weird parallels that crop up which I know Ross can't have planned, so I'm not going to mention them.
