A setting I've been mulling over for a bit for possible future Dungeon World games is a literal dungeon world. That is, the entire world is an old-school style dungeon of twisting corridors both artificial and natural, connecting a network of larger caverns and such that form the habitable locations. It's a closed space - if you travel far enough in a straight line in any direction, including up and down, you'll eventually get back to where you started. Further, the layout of the corridors and tunnels changes when nobody's looking and distances between places appear to be fluid, though the general direction of travel from point A to point B remain unchanged. Puzzles, monsters, and traps might even appear along the way.

Of course, a dungeon implies prisoners, and part of the setting is the mystery - are the inhabitants the prisoners, and if not... what is?