I've been toying with the idea of Hollow Worlds a/o Dyson Spheres for a while. The idea of a steampunkish/low-tech version grew out of a) my disdain for single-city worlds, b) the old Flash Gordon serials with a "rocket" that goes to other worlds, and c) pictures of a steampunk Star Wars with Prussian Stormtroopers and biplane X-wings/TIE fighters.
The basic set-up is that each "world" resides on a disk (dish?) with high walls; each world has its own climate due to cloud cover, albedo, atmosphere, etc. (The dim sun is always overhead, and each disk is always perpendicular to incoming sunlight, so disks generally don't have seasons or even days. Yeah, I'm still working that out.)
Sufficiently advanced natives have discovered rocketry to get them over the walls. (Maybe a thin atmosphere exists above the disks, so lighter-than-air craft with their own oxygen and heat can cross over too.) The most advanced nations have empires ... which leads to abuse of the natives, military conquest, and all that other nastiness. Some are less nasty than others, and perhaps one is worse than the rest ...
You could actually get a number of campaigns out of this:
First Contact: The rockets of the Empire land in your medieval world. What do you do?
Soldiers of the Empire: Your mission is to seek out new worlds and new civilizations ... and exploit them for the good of the Empire.
Clash of Empires: You, a member of the Good Empire, more a Commonwealth really, fight the Evil Empire. You know you're good because you want to enlighten the natives and bring them to Civilization, while the Evil Empire wants to teach the poor natives their heathen ways.
Rebels: Either there's only one Empire or a bunch of equally Empires; you are the brave Resistance, trying to free yourselves and all enslaved peoples. (Naturally, some peoples are more primitive, so you, the Civilized ones, will have to enlighten them and bring them Civilization, but it's all part of your Five Year Plan.)
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