Keeper of Secrets said:
Now a better question is "which ones are successful?"
I would break it down as:
Successful (having supported the setting with additional supplements or adventures for more than one year and are still actively being supported)
Arcanis (Paradigm Concepts)
Dragonlance (WotC)
Eberron (WotC)
Forgotten Realms (WotC)
Freeport (Green Ronin)
Iron Kingdoms (Privateer Press) - I'm counting
Warmachine in with the support.
Kingdoms of Kalamar (Kenzer)Midnight (Fantasty Flight Games)
Oathbound (Bastion Press)
Ravenloft (White Wolf Publishing)
Warcarft (White Wolf Publishing)
Wilderlands (Necromancer Games)
Too new to tell yet
Acrohelion (Great Mastiff Corporation)
Blackmoor (Goodman Games)
City State of the Invincible Overlord (Necromancer Games)
Dragonmech (White Wolf Publishing)
Dark Legacies (Red Spire Press)
One-shots with no additional support or dead lines, but modestly successful
7th Sea (AEG) [need Swashbuckling Adventures d20]
Ancient Kingdoms: Mesopotamia (Necromancer Games)
Bluffside: City on the Edge (Mystic Eye Games)
Dragonstar (Fantasy Flight Games)
Dawnforge (Fantasy Flight Games)
Egyptian Adventures: Hamunaptra (Green Ronin)
Ghostwalk (WotC)
Greyhawk (WotC)
Harn (Columbia Games) [system-neutral]
Morningstar (Goodman Games)
Nyambe: African Adventures (Atlas Games)
Rokugan (AEG) [need Oriental Adventures]
Scarred Lands (White Wolf Publishing)
Sovereign Stone (Sovereign Press)
Skull and Bones (Green Ronin)
Testament (Green Ronin)
The Black Company (Green Ronin)
The Grey Citadel (Necromancer Games) [adventure and city]
The Hunt - Rise of Evil (Mystic Eye Games)
Twin Crowns (Living Imagination)
Valus (Different Worlds)
Not well received or poor sales
All For One & One For All (Avalanche Press)
Aztecs: Empire of the Dying Sun (Avalache Press)
Codex of Erde (Troll Lord Games)
Dragon Lords of Melnibone (Chaosium)
Demon Wars (Fast Forward Entertainment)
Dungeonworld (Fast Forward Entertainment)
Endless Sands (Avalanche Press)
I Modred (Avalanche Press)
Karanblade (Dragon & Dice Studios) [system-neutral]
Medieval Player's Manual (Green Ronin) (I
think it includes a setting?)
Mindshadows (Green Ronin) [needs Psionics Handbook]
Necropolis (Necromancer Games) [adventure and environment only]
Second World Sourcebook (Second World Simulations) [needs d20 Modern?!]
Viking Age (Avalanche Press)