A polynesia-like setting, through some space games are vaguely similar.
In the rare, but done category: anything with a Diesel Punk [http://tvtropes.org/pmwiki/pmwiki.php/Main/DieselPunk] setting. Bronze age, early iron age, and neolithic settings are also rather rare. There are probably parts of 'colonizing' the Americas (say, 1500-1850) that are done rarely or not all. Central, South, and Southeast Asia are also largely ignored. Ditto subsaharan Africa.
As for wars, anything more recent than WW2 gets only light coverage. Alternatively, some older ones might work. What games are set during or around, say, the Thirty Years War, or Great Northern War? Or for that matter, the Sino-Japanese or Russo-Japanese Wars? (Well, the later has been dealt with once or twice in naval games...)