Some classic game worlds.
Na Pali (Unreal)The planet in Unreal is like an '80s fantasy movie through a sci-fi lens. Lens flares, roiling purple clouds streaming across the sky, luminous water. The game takes you through lush canyons, waterfalls, volcanic mines, ancient temples, medieval-style villages, castles, islands suspended in the upper atmosphere, and labyrinthine alien spaceships. Peerlessly beautiful for the time, and demonstrated that you could make a 3D shooter in more colours than brown and grey...
Lava Giant (Unreal Tournament)Endless ocean of lava under a dark sky, on which there's just a little rocky island with two castles on either side. Add in some serene techno and you have an incredibly atmospheric spot for a bit of Capture The Flag.
There are so goddamn many stunning locations in that first game though, and the music's a big part of it. Phobos and Facing Worlds get the honourable mentions:
Planet Vortex (Ecco the Dolphin)If you only played five minutes of Ecco before giving up from the insane difficulty, it might surprise you to learn that the story eventually takes you to another planet. The architecture is more than a little bit Giger, being a vast biomechanical nightmare. Some sections basically look like somebody submerged Alien's egg silo. The planet is depleted of all life, except for the dominant lifeform, a squid-like race that has consumed everything on Planet Vortex and is now abducting food from Earth.
Earth (Ecco 2: the Tides of Time)The sequel has an even trippier storyline, involving time travel. It presents several different versions of Earth, including a 'natural' future populated by flying sealife, a present-day in which Planet Vortex has been recreated on a smaller scale deep underwater, and the dark future, which conceptually might be the coolest. It's a vast high-tech wasteland, in which the Vortex creatures conquered and annihilated life on Earth, leaving only monstrous gleaming skyscrapers poking into a distinctly troubled-looking atmosphere. (This section also finishes with Ecco battling a giant purple testicle in a tight box.)
...I really like Ecco, particularly the second one. Great world building.
Korriban (Star Wars, specifically the KotOR games)Basically a dark-side ancient Egypt. Endless barren desert, punctuated by the glowering stone statues and temples of the ancient Sith empire. In KotOR 1 it's the site of a training academy for the new Sith faction, which in my opinion is one of the game's better parts. In KotOR 2, the planet is almost completely empty, and the feeling of loneliness and creepy ancient darkness is absolutely palpable. Fantastic in both games.
Honourable mention to the first game's tropical super-archipelago, the Unknown World.