Thomas Shey
Legend
The closest that comes to mind for D&D is psionic things from the far realms and the far realms being outside of the multiverse, but even then you have countervailing stuff like 4e PC psionics being the Primal/natural world immune reaction to the far realms' outside the universe virus.
The Weave for example is part of the FR cosmology and part of the natural laws.
I can't think of a D&D setting where magic is an outside universe force contrary to the normal laws of that setting's universe and not an integrated part of the universe.
Is that like a deep secret of Radiance in Mystara? I could see that as part of its deep cut lore that I am not familiar with.
Deep Dragonlance lore has things like the gods coming from outside (not sure if it is the universe, the prime material plane, or the crystal sphere) and the moons being sources of arcane magic and the gods being sources of divine magic (until you get to the saga and going forward eras of non-theistic casters).
I remember the 1e Manual of the Planes sets up possible alternate primes where magic is not part of their universe and does not work, but these are not any of the 1e settings.
What specific D&D settings are you thinking of where magic is not part of the universe of that setting? Is it that magic is drawing power from planes and and the prime versus other planes is where you are drawing the line on part of the same setting universe?
What made you believe I was thinking about D&D? Note where this thread is. Heck, I'm not even talking about extent gaming settings. The point is, in principal, supernatural elements don't have to be a part of the world in any normal sense (the whole meaning of the term has this in implication), and in games you see elements of it in horror games all the time.