A couple of years ago, I got a couple of good role-players together to play a campaign. We started with Microscope, creating a setting that was, in essence, a gigantic city that trundled through a wasteland, in search of other cities. It was mechanical, a little micro-ecosystem that had been artificially created. There was magic, but it was hard to come by. There was technology, but it was tightly controlled by the caste system. We called this "the Arco" (after arcology), and the campaign was called Tales from the Arco.
I did a ton of world-building for this setting, including some gorgeous maps for the city, and a very well-developed background in the magical system. To the players, it probably seemed ad hoc, but in between sessions (which were highly sporadic, thanks to difficult schedules), I put a lot of effort into beefing up the systems behind what the players saw. The intent was, in essence, to make it seamless to them– an internally consistent world where they would, over time, discover more and more of its secrets, and add several of their own.
Unfortunately, the campaign ended due to real-world conflicts, but it was fun while it lasted. I would definitely run a campaign in this setting again.