The best I can do are settings that haven't been done in a while.
Stoneage was mentioned earlier, and the only games I can think of that utilized the setting was Earthbound and Chrono Trigger.
And then there's my almighty favorite setting; cyberpunk. It's been utilized, but hasn't been utilized in a long while. (No, Shadowrun the FPS does not count. It says shadowrun, but it's hardly cyberpunk. It's Sci-fi shooter looooong before it's cyberpunk.) A proper cyberpunk setting hasn't been done since Shadowrun games on the Genesis and Super Nintendo (two totally different games). Not that I'm aware of, anyway.
I'd love to be made aware of any cyberpunk setting games that I may have missed, however. O_O