Its less about setting and more about implementation isn't it? I mean on paper the "Last of Us" gives us a a pretty standard setting; Zombies/Infected apocalypse scenario. And it delivers on all the mainstays that the setting brings to mind, empty buildings, crumbling cityscape and the occasional signs of horrible violence. Again standard fair, but they also show us nature reclaiming everything, they liter the environments with little details that each tell their own little stories about what happened before our protagonists arrived at the scene, and most importantly (I think) they gave us a character who was completely ignorant of the world that came before the apocalypse, giving us the players a chance to see the world through her, drastically changing the experience.
And we see this in other games too, Spec Ops is a military shooter set in the middle east, but the game is set in Dubai ( a megacity, that has been devastated by a series of sandstorms that have left the city almost unrecognizable. Saints Row 4 is an open world gangland game that takes all the drugs and then throws in super powers and aliens. Skyrim and Dragon Age both take typical fantasy elements and turn them all around, imperialist elves, slave elves, no dragons, some dragons, demon dragons. Skyrim is a fantasy setting that keeps itself entirely up north so the game environments go from really cold to why are people living up here it is way to cold oh my I think my nose just fell off my face its so cold. A great game can feature any setting, it just requires proper implementation.