Soul of Dagon: Soul of Dagon obtained in Dagon. It is used to unlock nyarlathotep.
Soul of Nyralthotep: Soul of nyralthotep used to unlock ry'leh. It is obtained in nyarlathotep.
Soul of Cthulhu: Soul of Cthulhu obtained in r'lyeh. It is final soul and placed in column with other souls to open the library