I was thinking of a "Modern" setting playing through Disco Elysium which is set in an alternate world that's sort of in the 1970's. Along with some Urban Fantasy and New Weird stories I've read. Though something like City and the City does apparently take place in our world despite being in 2 completely alien cities. Something like those are easier to do, as the have a smaller focus and are to some extent detective stories. Keeping things at a street level will reduce a bunch of headaches.
But Modern settings could go full action movie mode too, which is generally something of where D&D sort of is. One thing I realized is that even if there's a lot of things in our world that isn't magical, they should be treated like magic items in D&D with things such as rarity and level involved. Just because Stinger missiles exist, doesn't mean that everyone can pick one up at the corner store. It should be more like something that's loot found in some arms dealer's van, and suddenly there's an encounter with helicopter, aren't the PCs glad they just found a Stinger missile.