Allow Me to explain. About 50 years ago the foolish practices of the humans combined with natural disasters to destroy most of the world except for this terrible desert...
...Not that a little global holocaust discouraged the humans from pursuing their foolish wars. Then when we thought everything had calmed down, the single river that sustained this world, the life of our desert, suddenly stopped...
...With absolutely no chance of rain, as usual, more deaths are predicted.
The term "Wagon Train to the Stars" had more relevance than we thought. Much of humanity has gone to outer space, but apparently all the planets they could settle on were dry, desert-covered worlds.
A big advantage to setting a sci-fi world in a desert is that it's easy to conceptualize, compared to a geographically and culturally diverse world like Earth. The author doesn't have to spend time explaining the history or nuance of the world because there is none.
When life becomes hard, and on such a world, it usually is, morals are the first thing you throw away. Law and order are swift to break down, and suddenly we have The Wild Weston anotherplanet. Also, it's wise to be wary of Desert Bandits.
Alternate version: deserted lands After the End (usually nuclear wars).
For the anime and manga that is also an example of the genre, see Desert Punk.
See also Cattle Punk.
Desert Planet Examples
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Anime & Manga
Orgos from Desert Coral.
Trigun was probably the first big one, at least as far as anime goes, though it's also a very good trope example, and justifies the setting very well. Long story short: They were going to terraform the planet (or even just find a better one), but the Big Bad tried to kill everyone and screwed it up.
Zoids has a considerable amount of this, seeing that the planet Zi is mostly desert.
The parts of John Birmingham's Wave trilogy set in Texas and the Midwest.
China Mieville's Railsea takes place in a world where the "oceans" are barren, monster infested wastelands crisscrossed by railroads
Live Action TV
In Firefly many border worlds and moons, as well as those on the Rim are only marginally terraformed, generally resulting in them being deserts or borderline. More affluent or Alliance worlds in the Core are more idyllic in terms of atmosphere.
Many of the Wild ARMs games have elements of this, as did the anime, with Wild AR Ms 3 being the straightest example (the others all have prominent oceans and forests). Like Journey, crosses over with the Burned-Out Earth, though, since Filgaia as a planet is slowly dying.
The "Under the Burning Suns" campaign in The Battle For Wesnoth takes place in the distant future of the main setting of the game, centuries after Magesraised a second sun into the sky. Funnily enough, there's a solid gameplay reason for that: Lawful creatures (including mages) are stronger during the day. One way or another, having two suns led to the whole planet going desert. (The campaign features "Desert Elves".)
Downplayed in Borderlands 2, as we see Pandora isn't all desert, there's other environments like tundra, grasslands, and volcanoes.
Motavia in Phantasy Star IV. It's naturally a desert planet, but in between Phantasy Star and Phantasy Star II, it was fully terraformed into a Ghibli Hills world that borders on Crystal Spires and Togas. However, Climatrol was destroyed in II, and since then, the world has been slowly desertifying and monsters have been taking over the wilds, with only the Hunter's Guild to fight them back. Thus, this crosses over with the Burned-Out Earth variant. Obviously, it was a desert planet in the original Phantasy Star, but it was far less "punk" back then.
A Boy and His Dog - Society on the surface world has been reduced to roving bands of scavengers prowling for food and sex. There is a civilization underground, but it's a bizarre, oligarchical, almost dystopian state.
Space 1889 Caravans of Mars and Steppolords of Mars have elements of desert punk, particularly some illustrations.
Deadlands is set in a very strange version of the wild west that qualifies as this with a bit of magic thrown in for kicks.
Fallout. The Fallout universe as a whole is designed around the popular conceptions of future technology and the effects of nuclear war that the American public had in the 1950's. Many aspects of it are intentionally unrealistic.
Fallout 1; Justified in this case, as the game takes place in post-apocalyptic Southern California.
Fallout 2; Justified in this case, as the game takes place in post-apocalyptic Northern California, Northwestern Nevada and Southern Oregon.
Fallout: New Vegas; Justified in this case, as the game takes place in the post-apocalyptic Mojave Desert. The exception is Zion Valley which is lush with life, clean flowing water, and a rain cycle.
Fallout 3; The third game however, takes place in Washington D.C. Not only is the entire region experienced desertification, there is no explanation given for why it never rains there. The exception is Point Lookout, which is mostly radioactive swampland.