Complex sentence: Set in the modern day, characters are members of a renegade secret United States government organization--itself named Delta Green--dedicated to combating the horrors of the Cthulhu Mythos.
Split into simpler sentences: Set in the modern day, the scenario involves a secret, renegade organization called Delta Green that is spearheaded by the United States government. Its members are dedicated to combating the horrors of the Cthulhu Mythos.