Beyond d20 games, I know a number of other settings with a strong S&S vibe:
Tékumel (World/Empire of the Petal Throne Book) is a highly unique setting, by M.A.R. Baker. This RPG setting predates even Gary Gygax's
Grayhawk setting! This is a Indian/Mesoamerican/Babylonian styled fantasy world, with dark sorcery, and a sci-fi background. Being a mineral poor world, technology is mostly Copper-Age. Everything is highly decorated and ornamental, and it feels like something out of Vendhya. There are also a lot of bazaar creatures - even odder then what you see on Barsoom. The best occult-themed RPG book ever put to pen was the
Book of Ebon Bindings. The whole book was laid out like a translated guidebook to the blood gods of Tékumel (the book is all fluff, no meat).
This site has a lot of info on the setting.
World of Nehwon (City of Lankhmor) is Leiber's epic of Fafhrd and the Gray Mouser. This whole world was built around the 60's Conan cliché!
World of Minaria is from Glenn A. Rahman's hex-and-counter wargame
Divine Right. Rahman used a lot of fantasy cliché - mixing elements of high fantasy and sword & sorcery, and without the influence of D&D fantasy. For a wargame of its sort, the background is detailed, with lots of scenic local and lots of empty area to make your own adventures. I have a lot of files on the setting (originally published in Dragon Mag, but put into the 25th Aniv. game) on my
Scribd account. You can also find maps and other info online.
Thongor of Lemuria is Lin Carter's mix of
Conan the Barbarian and
John Carter of Mars. This is a world of swords and sorcery and super-science! You can find the setting in the RPG-lite
Barbarians of Lemuria - the rules are awesome!
A while back, I noted an odd little game called
OD&D supplement V: Carcosa. This is a bleak world of mutant dinosaurs, eldrich horrors, space aliens, oddly-colored humans, and sorcery inspired by the aforementioned
Book of Ebon Bindings! Unfortunately, the spells are tided to the setting (having to runaround the map for specific things or tasks), but they are highly flavorful (if rather brutal and heavy-handed), with little or no rules to cast them - vary inspirational, if you like your magic dark! It has Alignment, but it is in no ways tided to morality. Its more based on those who what to draw forth the madness of Cthulhu and those who would fight vainly in this sort of Ragnarok battle!