Yes, I do. But it always has a real-world explanation. Sometimes races simply don't exist in the world, or those races are the primary antagonist, so if you played one and walked into a town you'd likely be hung. Sometimes those races are highly isolated or extremely xenophobic, so the only way to play them would be to have an entire party made from them. Sometimes races exist but aren't the adventuring type, such as halflings. I will allow halflings if two or more people want to play halflings, they're skittish folks and often travel with friends.
But I don't think up a list of races that don't exist, I think up a list of races that do and then subsequently ban everything else. It's easier than attempting to analyze if every race will fit into the world. Typically my "kitchen sink" campaigns don't ban any race. Players are always welcome to be the exception to the rules but that doesn't mean the rest of the world will treat them like they're an exception. If the Orc Kingdom is at war with the Elf Tribes then an elf strolling into the Orc Kingdom is going to under constant watch.