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Infernum is a D20 system game set in its own unique spin on Fire and Brimstone Hell, with more than a few oddities. One of the strangest is the river Cocytus, a river of "Grinding Uttercold Black Ice"... which happens to emerge from a rift beneath Malebolge, a massive and eternally unstable range of volcanoes. In the rulebooks, it's mentioned that even the demons don't know how something like this can happen, and House Zethu (the House of Mad Scientists) is stated as wanting desperately to solve that little riddle.
For over 20 years and six editions of the game, the Snotlings in Warhammer have taken to the battlefield riding their pumpwagons, a complex, mechanical wagon driven by hordes of the little creatures turning cranks and gears. How this contraption works has never really been explained, nor how it can be built by creatures with only no real intelligence (sometimes described as about the level of demented puppies). The latest version of their rules notes that not even the Orcs themselves understand how the snots can make it work (although the Orc race in general make things function because they believe that it works, and so it does)
In many regards, the Planescape setting is a huge lampshade shop.