I was about to mention Eberron as a good example of cosmology that matters.
@Aldarc mentioned Dollurh's effect on various religions, but you also have manifest zones where planar influence creates regions that are basically a form of natural resource – for example, Sharn's towers rely on the planar influence of Syrania, and Karrnath makes use of Mabaran manifest zones to enable them to create their special undead types. Of course, you could just say that these are "leyline confluences" or whatever, but linking them to planes gives them some more depth.