It can be a fandom setting, or an original one.

I had this idea for something like American folk fantasy. Imagine pioneering era, except with the very real existence of magic, monsters, and all manner of unnaturalities. It would draw heavily on american folk lore, and native mythology. Human pioneers would contest with sasquatches, wendigos, wild spirits of the plain and such. 

That's my stupid idea. You guys have anything that's been niggling at the back of your mind that you don't feel you're ready to run, or that you simply can't?