I haven't really seen a lot other rpg's that went entirely "off-record" and have no cultural relations at all. This however, is why I got myself Kingdoms of Armur, as it is nearly a 100% unique fantasy world with only some very old Celtic influences (Sidhe, Summer/Winter court, Fae.)
If you play the Demo there you can ask any NPC about the background, not everyone has the whole story but some NPC's know this and that, and via their different replies and opinions you can build up a huge backstory catalog (not to mention that there is books, and lore stones).
Heh.. this sounds like an AD for that game.. guess i just wanted to say that deep complex lore CAN be exposited in dialog easily if you make it a "what do you know" question, not everyone knows a lot of history but that farmer that for generations was harassed by magic creatures has interesting "lore" on them. The way Square Enix does lore is TERRIBLE, not to mention that Square Enix does not even understand how to do a game-world without literally making half the world static-1-reply-npc's