How is Planescape not available as an answer to this thread? I don't see any problem, as it was a game world in PS:T. Simple as that. Of course you can just take it as "going in further detail about the locales of Forgotten Realms"
And FF8 ws just a rehash of it's predecessors, only real addition were the gardens and the fact that they went even more modern with the sci-fi aspect. Well, okay it was quite original, but still.
My favorite gameworld is the City of the Thief Series. Charmingly focused on just one city, still having more backround about it's history, people and happenings than an average rpg any day. And we're talking about an FPS here. The City is a full-blown c ocktail of influences from Perdido Street Station to Ankh-Morpok, mixing in some victorian London on the way. Twisting streets of windswept slums and shady dockland taverns. Fancy mansions bursting with pseudo-steampunk security devices and gadgetery, with overshadowing huge cathedrals and clocktowers where fanatic religious sects gather to withstand the growing corruption of the wilderness's followers. Wierd beasts and paganic tribes howling in the night. Crypts and catacombs burrowing to earth's core where the cataclysmic remains of the previous civilization's undoing still linger. Sounds really easy place to live, donchathink? Especially when you're the public enemy numero uno. It's really a world worth saving a couple of times.