As I shot my mouth off yesterday about filling the place with content - here's a Steampunk setting idea I had that was rejected by my players! (They thought it was too grim and depressing - they prefer Steampulp.)

Game: Nieuw-Amsterdam
Pitch: Casablanca with top hats and corsets and clockwork Gatling machine pistols against a 19th century ‘Blade Runner’ style backdrop
Setting: In an alternative steampunk 19th century, what we know as Manhattan Island, is the Dutch colony of Nieuw-Amsterdam. Its survival guaranteed by the British and French governments, it is the only part of the old colony of Nieuw-Nederland to remain in Dutch hands. The USA desires to annex Nieuw-Amsterdam, particularly as its status as a free port is a thorn in the side of the US economy. Ships flock to the free port from all over the globe, while airships bring the wealthy from Europe to the nightclubs and casinos of the ‘Dutch Singapore’. Other, poorer, Europeans come to Nieuw-Amsterdam, to make a fresh start in the New World. But the US keeps a tight hold on the border, letting in only a small number of people from the island each year. Some people will do anything to get hold of a US entry visa.
What do PCs do?: The PCs are political refugees from Europe: republicans, rebels, and  anarchists, or else criminals or otherwise hunted people. They may have found Europe too hot and are now perhaps looking to carry the fight against the British Empire to Canada; or maybe they are lying low before returning to Mother Russia to strike another blow against the Tsar. Alternatively perhaps they just want to remake themselves in a new land, and live a quiet life. But will their old comrades let them...or will the British Special Branch, or the Ocrana (or whoever)? And will they accept the offer of a job from the US Secret Service, acting against the Dutch, for the promise of American citizenship and a way off the island. And all the time the undercover detectives of the Nieuw-Amsterdam Marechaussee watch and wait...
Style: The PCs are people with few choices, none of them good. Betrayal, deceit and double-crossing are common currency. In grimy and smoky tenements the PCs are strangers in a strange land. Will they stay true to their principles or will they bend? Will they make another strike for the cause, or will they put on their only good set of clothes and go to the Tenderloin to trick a mark or seduce a visiting US Senator? The choices are theirs and theirs alone – the tone of the game and the course it takes are decided by the PCs actions. Violence will probably be rare but explosive when it happens – either a raging gunfight across Broadway, or a grim, near silent, close quarter fight with knives in a dirty ally.
Themes:  Who can you trust? Who’s playing who? “You’ll never take me alive!”