I do some, where religeons are concerned. I suppose I do more on where monsters live, ecology and such, than on any particular cultures. Usually I have two sentances jotted down for a city (Lawful Evil, Run by Necromancers. Neutral Good, Run by a cleric-based Oligarchy) etc.
I do more creating than researching. Like when I was statting up my Torus-world, the effect of having a moon that orbits in a figure-eight would give the planet sixteen months instead of twelve, and the tides get really wonky. Tidal Bores are a lot more common.

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But that's a different kind of research.