Kollega said:
Official "Worst-Setting-EVAR" is Warhammer 40000. It's so over-the-top and grimdark that it's not even funny.
But JRPGs come in as a close second.
Warhammer 40K is so hyper-badass and GRIMDARK that you kind of have to approach it like parody. The presence of Orkz kind helps in viewing it that way. I guess I'm saying that it's so over-the-top that it IS funny, if you look for the humor in it.
I'll second the World War II motion. It wouldn't be so bad if original takes on the theme weren't so uncommon. It's almost always European Theater as the American or British forces. Hell, it was a notable change to be playing in that same theater as the RUSSIANS. That's a pretty low standard for variation.
Personally, my favorite WWII-themed setting version is the Wolfenstein series.