Double post, because it occurred to me in another thread: the Secret World. I want that as a game.
Give me a setting where secret societies have been shaping the world from behind the scenes throughout recorded history. Where the Illuminati really are the power behind the throne in the US, where the Templars were just one incarnation of an organization dating back to the Tower of Babel, and have viewed themselves as the border between the everyday world and that of things that live in the shadows... or in the spaces outside our world. Where a hidden Council has long existed to broker treaties and deals between these rival societies.
Give me a setting where all myths and conspiracy theories have a grain of truth to them. Where the Hollow Earth not only exists, but is filled with the myriad branches of the World Tree serving as express lanes between so many places around the world. Where there really was a secret base on the moon. Where December 2012 truly was the Apocalypse, but the rival societies banded together to stop it. Where cults lie to their followers, but those lies conceal even more horrifying truths.
Give me a setting where both horror and wonder are always present. Where hidden histories of Ages past lead to wonderous forgotten technology; ancient clockwork time machines, sarcophagi from times long forgotten which produce incomprehensible holograms when you toy with them. Where there are always things scratching at the door of reality, huge and incomprehensible, who are worshipped as gods but whose motives are both incomprehensible and terrifying. Where hidden Gaia Engines buried beneath the Earth which lock the Dreamers away in the Dreaming Prison, and you should pray to any god listening that they never wake... save that few things humanity has believed to be gods are truly what we believe, and even fewer are benevolent.
Give me a setting where people newly changed and awakened to the existence of magic as Gaia chooses new agents to work through find themselves struggling to understand the world they've found themselves pulled into, with no time to really sit and process the wonder and horror. Where you find yourself newly immortal, the dust of your body whisked away and rebuilt any time you die, over and over. Where you slowly begin to realize that nearly every immortal you meet from Ages past regards their immortality as a curse rather than a blessing, and are filled with worry for your future. Where a villain might sever your legs and leave you imprisoned in eternal pain, but refuse to kill you because they know that if they do you'll vanish and be reborn in the nearest well of pure anima. Where those they'd look to for answers about what they are rarely have them to give, because these hundreds of infant immortals taking their first steps into the shadows of the world represent something new, something never seen before, and something all of the societies would like to control if they could.
Give me a setting where the shadowy secrets of the world are becoming harder for even the Illuminati to conceal, and the impact is beginning to be felt. Where unethical corporations have captured some of these new immortals and begun trying to experiment on them. After all, once you figure out how to generate an anima well, you don't have to worry about the test subject dying. When they do, they just appear again in that well, whole and healthy and with a fresh batch of organs to experiment on. Where they have tried to make children into tools or weapons using what they've found. (Hello I walk into empty / hallways tell me not to worry / caution sends the signal not to / look around the bend and signal...)
Give me a setting where the bees are the voice, and perhaps the conscience, of the world itself. Where the Buzzing contains hidden truths for those willing to seek them out and listen.
Our wisdom flows so sweet, taste and see...