-Victorian Era
-Under the sea (Has some good ones but not enough dammit)
-The Moon
-On board a space station
-Anything with Norse Mythology (But actually staying true to it, Battle for Asgard was a travesty, and I won't even bother getting Too Human, Vikings didn't have guns)
-Wild West (some really goods ones but not enough)
-Korea in the 1950s
-Vietnam (from the end of world war two onwards, I'd like to see Americans playing a game where the French are actually fighting, might break the stereotype)
-The Boer war
-World war one
-The Zulu wars
-The Maori Land wars (You probably don't know what that is, but to give you an idea, the Maori essentially invented trench warfare.)
-Inside the human body
-Inside a computer/the Internet
-Inside the human subconscious.
-From the point of view of: A Crab, Squirrel, Monkey, Rat, Rhinoceros, Bird of Prey, Otter, Beaver, Crocodile, Scorpion, Spider, Turtle, Shark, Rabbit or Amoeba
-A deathmatch game made for kids where instead of guns they have calculators that shoot out equations, if hit they have to solve it within a certain time limit or they lose.
-On a ship in the middle of the cold Atlantic.
-On a cruise ship in the pacific
-Terry Pratchett's discworld
-Stone age
-Crimean war
-World war two from the point of view of the Russians
-World war two from the point of view of the ANZACs
-An RPG from the point of view of a monster, having to fight off heroes
-A linear game, in which once the game has been played through once, the protagonist is aware of what happened (aware that he/she is in a game) and will attempt to change the course of what happened so that the bad stuff doesn't repeat itself. And having the storyline constantly evolve.
-A game set in Canada
-A game set in (modern) Egypt.
-A game set in Atlantis
-Hell
-A game where the large hadron collider has tore open a warp gate into an unknown dimension
Okay that turned more into a list of ideas rather than settings... but there are a few settings ideas in there.
Edit: That list looked a lot smalled before I posted it, I should probably write all these ideas down somewhere (well you know... write it down on something that isn't the internet)