Unsurprisingly, Tékumel is one of my firm favourites and probably the one with the most actual background information in place.
In general I like a fair bit of "white space" on my setting maps, just enough detail to get me started and provide a solid foundation but not so much that creativity is stifled. One of the best features of the old Forgotten Realms setting for AD&D was that several areas were put aside to be left undeveloped by TSR and available for players to fill in on their own... and then TSR went and filled in the blanks anyway
A great example of that sketchy, limited detail was found in GDW's Cadillacs & Dinosaurs, an RPG using a variant of their Twilight: 2000 rules and based on the Xenozoic Tales comics by Mark Schultz. Frankly, it works better for most people with a different system, but the key thing is the wonderful post-apocalypse pulp adventure mix of classic cars, lost civilisations, treasures of the ancients, and dinosaurs! Oh yes, and possibly some of the best art ever seen in an RPG. Here's the "world map" provided with the game: it only covers a fraction of the US coast and even that has barely been explored.
One last one: Fringeworthy, which is superbly suited to gaming because its science fiction format allows travel to all manner of alternate worlds, with the support and backing of a well-resourced organisation and a reason to go exploring... but all the support in the world won't help much when you're far beyond that Fringe Portal and nobody back home knows what you have just stumbled into. Again, the original rules won't suit everyone, but the setting concept is practically infinite.