There are definitely supplements and books available to add to the atmosphere and setting in the Conan RPG besides Hyboria's Fiercest (which really just expands the three classes of Barbarian, Nomad & Borderer's) like Road of Kings, The Free Companies, The Aquilonia HC, The Book of Skelos & the original Conan stories available unedited by Del Rey: The Coming of Conan and The Bloody Crown of Conan!
Those should help.