I've seen it mentioned on BGG, but not in this thread: Hobby Lobby sells a fairly sturdy wooden "artist box" that just fits the base game and all 8 expansions if you're careful. See http://boardgamegeek...467518/parkrrrr for a not-very-good picture of my own implementation.
After this picture was taken, I replaced the wooden crossbar that holds the boards in the top with an aluminum one that's much thinner. Eventually, I'll replace it with steel as aluminum isn't terribly thematic. I also made a custom monster bag, visible in the picture linked below, that holds the dice and fits beside the board in the lid of the case.
The AO sheets are beneath the right-hand stack of Investigator sheets in this picture; I've since discovered that I can fit three stacks horizontally so they don't need to be mixed together anymore. I eventually intend to put all of those and the herald/guardian/institution/limit sheets into appropriately-sized envelopes so they're both better-organized and somewhat more thematic.
You can see some of the custom card boxes I made to the right of the Investigator sheets. The boxes are cut from chipboard, folded, and taped with bookbinding tape. With one exception, each box has a custom-made label that identifies the contents (usually somewhat obliquely.)
Most of the visible labels should be self-explanatory. The large "miscellaneous grab bag" box contains individually banded decks that were too small to merit their own individual boxes - Allies, Injuries, Dust, Blessings of Nodens, that sort of thing. The box labeled "Tickets" contains all of the cards of which there are 8 each - Retainers, Rail Passes, Sheldon Gang Memberships, and so on.
Beneath the Investigator sheets (not visible in this picture) are four boxes of Arkham Encounter cards, one for each expansion and the base game. Within each of those boxes, each neighborhood deck fits in a custom-made slipcase designed to allow easy removal and replacement of the entire deck. You can see those boxes opened and in use in the rear right corner of this image: http://boardgamegeek...466937/parkrrrr. The slipcase for Rivertown can be seen just behind the monster bag on the right side of the table. There's also a box of other-world encounters, a box of Mythos cards, and another "miscellaneous grab bag" box, again containing individually-banded decks that are too small to merit their own boxes.
Finally, the back of the box, beneath the heralds and so on, contains four more cardboard boxes. One box holds four rows of vertical monster tokens (one row of which consists of spawn monsters and Mask monsters, along with a cardboard spacer to keep them upright.) Another box holds four stacks of Investigator tokens (it should be six stacks; I need to remake the paper insert for this box.) A third box contains the gate tokens. And the final box, the largest of all, contains small plastic boxes that hold the various small tokens. (You can see these in the second image, too, spread out all over the table.This makes it really easy for one player to, for example, set up the board while another counts out the tokens for the investigators.) The Dunwich Horror lives in one of these boxes, too, along with his markers (when we play, those don't come out very often) and the orange "doom die" we use to roll on rumor cards and green-bordered monsters and whatnot. (One of our number professes to believe in "training" dice to roll correctly, so this die always sits on the usually-safe '3' when it's not being rolled.)
If anyone wants to make their own version, I have a spreadsheet that lists the sizes of all of the cardboard boxes, as well as Inkscape drawings for the neighborhood slipcases (I didn't save pages for the individual neighborhoods; all I have is the outline of two sizes of generic slipcase - one that holds 39 cards for Arkham neighborhoods and one that holds 34 for expansion neighborhoods. Yes, they really are different sizes, and it really does matter.)