[Senkusha]

I got to thinking this morning, as I'm starting my day washing up... I think every role playing game/system that I've ever run across, has a setting attached to it. Like Dungeons & Dragons, is attached to a Tolken, Middle Earth environment. ShadowRun is based on a near post-apocalyptic/cyberpunk world. My favorite, Big Eyes Small Mouth, even has the setting of animation with all the exaggeration that goes with it. Even a game like GURPS, from what I've read so far (admittedly not much yet) seems to have that Tolken environment attached to it. 

Do any games exist that don't have a setting attached to it, or, is a setting attachment needed to help guide new players into how to use the rules? What do you think?