I may be dating myself with this, but I was surprised not to see it mentioned (I don't think). So I will mention Harry Potter. That was such a missed opportunity for the industry to maybe interest a new generation of players.
It could have made a great setting too, if you like it. Not perfect, but plenty of possibilities.
Oh, and I'd like to add an odd one: the Civilization series of computer games. Each player could be this immortal ruler of their people, complete with the ability to somehow teleport to meet each other face to face. Their civilizations could be developed too, like with its own character sheet. Maybe a little like Birthright. It's a little unusual, but something I've thought of while playing. The kind of fantastical addition of this immortal leader on top of an otherwise normal history makes me think of it.