Nope, it's not produced by Games Workshop, it's produced by a company called Chaosium, which is a d-percentile based roleplaying game system based on the works of an American horror author named H.P Lovecraft. Wizards of the Coast also made their own adaptation of the game in their trademark d20 system.
Be warned however: if you are not familiar with H.P. Lovecraft's horror stories dealing with creatures of terrifying oppressive might dealing with themes of humanities ultimate insignificance, this may not be for you. In
Call of Cthulhu, your characters will not rise to become champions of freedom and heroics like in other role-playing games. In
Call of Cthulhu, your characters will either die horrible gruesome deaths or go completely insane, committed to the local asylum. The last time I played, my character suffered total insanity and then was killed by being morphed into a human book stand.
It's a really fun game but try it at your own risk
Cheers,
Wolfy