George R.R. Martin's A Song of Ice and Fire.
Mercedes Lackey's Velgarth (Velgarth being the name of the continent that that majority of her books are set in. It encompases Valdemar, Karse, Rethwallen, Iftel, Hardorn, and a few other smaller countries).
Mercedes Lackey's Urban Fantasies setting, which would be great for D20 modern.
Wies and Hickman's Deathgate setting, or if nothing else, at least the air world from that series.
Neil Gaiman's Neverwhere, another great one for D20 modern.
I don't really care if they are D20, Gurps, Palladium, whatever. Just getting official rules on any of these would be great. I can convert.