Lankhmar ( actually Nehwon, Lankhmar was just a city - damn, I should have been voting that down) was the setting of Fritz Leiber's excellent and influential (in particular, influencing D&D) fantasy series staring Fafhrd & the Grey Mouser, mostly packaged in books titled something like Swords <conjunction> _________ Swords against this, Swords and the other thing.... But Swords. Sword & Sorcery stuff, really. You can thank Leiber's Grey Mouser for the D&D 'Thief' and it's incongruous 'read languages %' and ability to use MU scrolls (or Decipher Script & UMD in 3.x), not to mention being restricted to the sling.
The Nehwon Mythos made it into Deities & Demigods, and some Lankhmar setting material was published at some point.