The settings I've played in and/or run the most, in no particular order:
1. Generic nonspecific / PHB default. Not a specific setting with a particular big world, just scattered towns, forests, caves, etc. Any setting flavor, such as deities worshipped for cleric domains and such, were just straight out of whatever was listed in the PHB. Slightly Greyhawk-y for 3e, slightly points-of-light-y for 4e.
2. Homebrew. I lump these together for convenience, but differentiate from generic in that the DM had put in the effort of making world maps, or at least known world maps, with different and distinct societal groups and history, and sometimes specific non-default religions and deities. Sometimes with new races or racial restrictions, sometimes with new classes or class restrictions.
3. Eberron. The one I DM in the most. Though it's like 75% core Eberron and 25% homebrew, in that each game I set up I only read what the book has to say about certain things, enough to get going, and I make a canon unique to each campaign. Like, I forget or am too lazy to look up how many elemental airships there are in the world, so sometimes there's only 3 and they're precious artifacts where the secrets to make them were lost in the Last War, and sometimes they're plentiful and mundane. I think it's even in the core book that it specifically encourages DMs to tinker and only play with areas they want to focus on.
4. Adventure-specific. Closely tied to Generic, I consider these to have just enough setting to qualify as being in that Setting. I'd put Curse of Strahd firmly in this category, as well as any of the 5e adventures that mention Harpers, Zentarim, et al. 4e Scales of War I think I'd mostly put here, too, as it has a specific history tied into it. Basically any published adventure with a specific history that a DM has run where they thought it easiest to go with whatever was in the book rather than taking time to modify it to set it elsewhere.
5. Forgotten Realms. I think a friend tried to get me interested in the setting, but I just couldn't. He DM'd a game ostensibly set there but he pulled lore from a stack of books so heavy I got a backache just looking at it. With no easy jumping-on point for the lore for my own interest, as a player I just assumed generic things and let him tell what lore he thought was appropriate for me to know.
I think that's mostly it. I've played in a couple of one-shots of Dark Sun in 4e, I think some Spelljammer once or twice. I've even tried to get Warcraft or Final Fantasy themed games off the ground, but they fizzled due to lack of player interest in those settings. Even when I played/ran Pathfinder, we never looked too deeply into the Golarian setting (I think mainly because I used the SRD for ease of use, and the setting stuff isn't in there).
