Call of the West is a D&D campaign setting that melds high fantasy, the mythical Old West, and steampunk elements in more-or-less equal measure. In the mythos of this world, the gods split the great continent into two thousands of years ago with a river. East of the river, the land was civilized, ordered, prosperous, good, and safe. West, the land was a desolate waste filled with danger, mystery, evil, and monstrous beasts. The West has largely remained unexplored and forbidden. Until now.
Now, some children of the East feel drawn to the West. Some might be thrill-seekers enraptured with the promise of discovery and adventure. Some might seek understanding of the West or the reviled (perhaps unjustly) tribal gnolls that roam it on the back of giant turtles. Some might relish the chance to reinvent themselves in a strange new land, while others might be running to escape the responsibilities (or consequences) of their past. All the players are Easterners, and the first batch (more on this later) set out together on a wagon train.
I like this set-up, and it's intended to accomplish a few different things. First, it gives a bunch of strangers a more compelling reason to be in the same locale than, "Hey, you're all in the tavern and someone gives you a quest". (Of course, the first thing one of the players did when they got to the Dwarven mining community of Firepalm is look for a tavern and ask if there were any jobs that needed doing.) Secondly, at least potentially, it gives each player a specific motivation for being in the area, and thus a specific impulse that they can role-play. That also makes it easier for me to craft stories coming out of the characters and their motivations. Thirdly, the "let's just see what's out there"/road trip/no home-base-of-operations vibe allows for a more episodic "Dungeon-of-the-Week" structure. That way, it's alright for a player to miss a game, for new players or guest stars to join, without upsetting the sense of a cohesive world.
None of this is new stuff, of course-- but I find that by foregrounding it, making these features a deliberate part of the campaign setting itself, it makes it easier. The setting also makes ample room for my own personal D&D leanings. For example, with few civilized outposts the farther west the players move, there are no shops and thus no reason for the players to accumulate wealth; I never found "I just got 400 gold!" a particularly compelling reward. Instead of buying things, they'll find them-- a lot of hand-crafted pieces of loot. Instead of stocking up on supplies, it's up to the players to find the resources in the natural world that they need to survive (this is a harsh, barren West, after all).
The West also gives me more options, story-wise: not only do I have fantasy tropes to call on-- cursed tombs, monster-ridden dungeons, powerful artifacts, hordes of undead beasts, nefarious traps-- but I can throw in stagecoach robberies, revivalists, prospectors, temperance, Cowboys-and-Indians, drunken doctors, hookers with hearts of gold, showdowns at noon. This setting-- not exactly our West, but not exactly Medieval Europe, either-- allows for a more colloquial sort of speech than the sometimes stilted and flowery speech one associates with a fantasy milleau.
The Steampunk elements were a late addition to the setting-- one that's been shoehorned in, though with very little difficulty, because of player interest. One of my players created a Tesla-like Wizard named Irving, while another requested that his Filliam be an inventor with a repeating crossbow in place of one of his hands. You should have heard the giggles of glee when they crossed paths with an atypical gnoll in victorian dress wearing a bizarre pair of glow-in-the-dark goggles.
It's more, however, than just a bit of player fan-service, as it were. I soon came to realize that the steampunk elements bridge the gap between the two perhaps disparate settings of the Old West and your standard D&D fantasy world, in that certain aspects of steampunk are grounded in the West but that it possesses, above all, the thrilling sense of discovery and wonder that is part and parcel of D&D at its best.