About Conan there were a TSR Conan specific rpg, with also some adventures, and TSR published, IIRC, a couple of AD&D 1ed adventures featuring Conan and his companions, set in the Hyborian World. There's also a GURPS 3ed supplement dedicated to Conan. Modiphus some years ago published a rpg based on Conan adventures. There should be also a fan made supplement for Conan based on Castles & Crusades rules.
There were third party books dedicated to Iliad and the Bible (this latter was called Testament, if I'm not wrong) to be played with the 3rd edition of D&D, back in the early 2000s. More recently Green Ronin, if I'm not wrong, published a supplement for Fantasy Age to play in the Trojan War. There was also an old rpg called "Man Myth & Magic" set in the Mediterranean history, folklore and legends.
Back in the AD&D 2e days, TSR published supplement books dedicated to various historical and literary settings, such as Ancient Greece or Charlemagne's Paladins.
The expert set D&D (BECMI) adventure The Castle of Ambeville was inspired by some works of Roger Zelazny, if I'm not wrong.
There should be at least a couple of rpg based on the G.R.R. Martin's Song of Ice and Fire.
There's a rpg based on Brandon Sanderson's Mistborn saga, published by Crafty Games and called "Mistborn".
Brancalonia is a recent D&D 5e rules/setting to play a sort of very down to earth italian fantasy, now known as "spaghetti fantasy", and also the rpg "Katakumbas" (that some years ago has been rewritten using the Savage Words rule set, much like what has done with Savage Pathfinder) is based on a fictional medieval Italy. In italian there are also a rpg dedicated to Ariosto's The Frenzy of Roland, a rpg based on greek legends ("Mediterraneo"), and a rpg based on Finnish myths ("Kalevala"). In Italian there's also "Lex Arcana", a great rpg based on a fictional version of the last centuries of the Roman Ancient Empire.
Dragonlance is a literary setting based on D&D, as Forgotten Realms are.
Just my two cents.
Happy new year, happy life and happy gaming!