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Biggest understatement of the century. 40k is one of the rare settings envisioned within the last century or so that can be called truly one of a kind by virtue of taking just about every Science Fiction and Fantasy trope in existence to their (il)logical conclusion, and playing them in the most Grim Dark fashion possible.
What, no love for Warhammer Fantasy? The setting where gigantic, daemon worshiping badass Vikings fight the Early Modern German army?!
Not to mention High Elves and High Elves in bondage gear with blade fetishes, the flipping Knights of the Round Table, lizard-Aztecs, mummy-skeleton-scarab hordes, vampire-zombie-werewolf-banshee hordes, your typical dwarfs and not-so-typical greenskins, oh and just for fun it may or may not be a pre-Age-Of-Strife human world from the 40K universe that's been trapped in the Eye of Terror or some other warp storm for millenia and degraded BACK into Medieval Stasis!
Diplomacy. It is THE game for politicians. It's also fun for any fans of history, especially alternate history scenarios, i.e. "What if France and Germany got together and ganged up on England?" Be warned though, Diplomacy is an UNFORGIVING game where you CAN NOT trust your fellow players... which makes it all the more fun!
Exalted creates a Fantasy Kitchen Sink world where absolutely everything has been turned Up to Eleven for maximum awesomeness, then has excellent writers lovingly tie all the disparate ends together, until you find yourself pondering the geopolitical ramifications of demon pirates battling ghostly ships crewed by zombies on the western oceans.
Or even better, it's Spiritual SuccessorPathFinder. Awesome redesigns of classic and often ridiculed monsters. Epic new additions. And... You know I could talk on and on for hours.
In Nomine desperately Needs More Love, the system is quirky but simple, and the setting will EAT YOUR BRAIN (in a really awesome, good way). It can be played in so many different ways from dark to light and happy to satirical, to just plain silly depending on your preferences. And just to add icing on the cake, it would likely tick off any religious fundamentalists that found out about it, due to it's let's say... non-traditional treatment of angels, demons, and theology.
Lesser Shades of Evil is awesome; it is science-fiction but somehow it feels completely like fantasy, and makes you think about themes like sin and evil, free will and freedom in general, Grey and Gray Morality... like you wouldn't believe it. It also deconstructs thoroughly classic fantasy tropes like the Evil Overlord. More people should know this gem.
Mage: The Ascension. It has an elegant, intuitive magic system that gives you the potential to do nearly anything, using nearly any kind of magical style you can think of—from technomancy to Egyptian spirit magic to the power of rock. It has perhaps the most interesting metaphysics of any White Wolf game.