One of these things is not like the others

I'm not sure how many of my non-American blog readers are familiar with the children's program Sesame Street, or with this little ditty from a recurring segment on the show:

One of these things is not like the others,
One of these things just doesn't belong,
Can you tell which thing is not like the others
By the time I finish my song?

Well, "The Count" pictured above is one of the characters from Sesame Street; and he's also one of the things that might or might not be like others in this blog post. If you can figure out what three of these four images have in common, you might begin to get a little bit excited. It's still too early to get too excited, though....and yes, that is a hint. ;-P

Just in case you aren't sure what you're looking at, the images above are the Great Old One Cthulhu, actor Jeffrey Combs playing one of his signature loony roles, and fiancées Amanda Palmer and Neil Gaiman at the Golden Globes. And yes, I know you can find many things two of these four have in common. But what do three of the four have in common, eh? And even more interestingly, which one is the odd one out?

P.S.: The answer is not that Neil Gaiman has written about two of the others above. That wouldn't put him in the same category as them.