In between all the other things I'm reading -- or should be doing instead -- I've been immersed in my various collections of Conan stories. In reading them, I've come to the conclusion that the Hyborian Age is about as perfect an example of a fantasy roleplaying game setting as you can get. It has the feel of history without the necessity for knowing any history at all. And of course, by "history" I mean "cool history." The world of Conan is like all the cool places in which you'd want to adventure mashed together cheek by jowl. Not only does this mean that your high chivalric knight can go exploring the Tomb of the Lost Pharaoh, it also means that his companions can be a Viking skald, a Mongol raider, and a priestess of Aphrodite. What's better than that?
When I was a younger man, I used to get hung up on making things as historically accurate as I could. So, if my campaign setting was a high medieval one in character, I didn't even allow Vikings, because they were from an earlier period of history. Likewise, my Egypt analog wouldn't be peopled by bald hieroglyphics-carving worshipers of Ra but by more "plausible" Arab stand-ins. Nowadays, though, I can't help but think I missed out on a lot of fun, as Two-Gun Bob understood very well. What's fun about the Conan stories is how the Cimmerian is able to wander across history, metaphorically, as he wanders across Hyboria. One story he's in what amounts to classical Greece, in another he's in medieval France, and in a third he's among a bunch of Aztecs slapped into the middle of a faux Africa. That gave Howard an opportunity to tell a wide variety of stories that drew on a vast number of pulp fantasy tropes -- and keep them fresh. No, much of it doesn't make any sociological sense, but to worry about that is to kind of miss the point, as my younger self no doubt would have.
The trick to pulling this off is twofold. First, make sure your analogs are analogs. Stygia, for example, isn't Egypt. It's a lot like Egypt, but it's not identical to the historical Egypt of any single era. Instead, it's a mishmash of many different eras, combined with stuff that Howard just thought worked in the context of the stories he wanted to tell involved Stygia or Stygians. Second, and in some ways, most important of all, the mishmash can't just be a mishmash. That is, it has to have a coherence of its own.
One of the reasons the Hyborian Age feels "right" is that Howard did a good job of giving the whole thing solidity, a sense that it held together without reference to the real world. He does this in a lot of different ways, from small details to off-hand references to imaginary histories he almost certainly never worked out in detail, but the combined effect is to make (to use my earlier example) Stygia simultaneously Egypt and more than Egypt. Stygia isn't just Egypt with the serial numbers filed off but rather an imaginary place that is immediately intelligible because it's enough like the pulp conception of Egypt to hook us, but also dissimilar enough to feel as it's not merely an unimaginative knock-off.
This is my ideal for a pulp fantasy setting. You see similar principles to those Howard used at work in both the Wilderlands of High Fantasy and in the early World of Greyhawk. I could also argue that Paizo's Golarion setting employs the same principles and that's one of the reasons their Pathfinder RPG project continues to interest me, even if I think the end result might wind up being more complex and detail-heavy than I prefer.