Here are some I like.
Generally I prefer to referee my own world. Like many I enjoy developing a milieu around an idea, my own preferences and the interests of my players. Running a homegrown setting, especially one that has developed over many years, has a richness and depth of detail rarely reached by reading the published settings of others. But from where does one get ideas for the homegrown setting? Well, from everywhere, really. Anything the referee reads, fantasy fiction or otherwise may find itself adapted and altered and added into the homegrown setting. I believe this was the way Gary Gygax and company originally envisioned the game. Dave Arneson's Blackmoor and Gary Gygax's Greyhawk are original homebrewed settings, but one can see the influence of many sources of inspiration in the descriptions we have of those settings. Reading the works referenced in "Appendix N" will reveal a number of those influences.
Forty-five years after TSR published the original LBBs the hobby can boast of numerous published settings. Many started out as the homebrewed milieux of the various authors, some have now achieved fame on their own. There are also licensed adaptations of settings drawn from literature or other media IP complete with system stats so the referee need merely read the published setting and follow the suggested guidelines in order to play one's own version of Middle Earth, Barsoom, Hogwarts or whatever.
The freedom found in labeling your setting "homebrewed" allows the referee to make changes and take things where they seem to naturally want to go in the setting. One is not constrained by history or canon and therefore much of the worry of "conflicting facts" can be avoided. (Of course one may simply play those conflicts off as wildly spread rumors, outright lies or misunderstandings. Anyone who has studied history knows how this can happen.) The simple act of changing names (filing off the serial numbers!) can convert the source material to a homebrew (as long as one confines use of said "homebrew" to your table and makes no attempt to profit from the plagiarism.) More common is the borrowing of certain elements which are folded into the referee's own mix to create something which resembles a lot of sources, but copies none.
Besides the literary sources, one obvious place to go mining for inspiration is among the wealth of published setting material which has accumulated over the past four and a half decades since the Greyhawk and Blackmoor supplements were published. No doubt every referee has their favorite sources for such plundering, but I include here a few of my personal favorites.
The older adventure modules published by TSR are among my first go-to sources for inspiration, borrowing and adaptation. Many years ago I would run these modules (or attempt to) as written, but today I blend them into a larger milieu of my own making (which of course includes elements drawn from a variety of sources). I continue to find these modules of great value when homebrewed for use at my table. Even players who have experience with the original format of these "adventures" find enjoyment in how it has been adapted and changed.
The Middle Earth modules published by I.C.E. are another excellent source of inspirational material and I frequently turn to the ones in my collection not only for Middle Earth, but in general I have found the locations and adventures, both detailed and merely hinted at, are readily adaptable to most any setting. Want something for a Call of Cthulhu adventure set during our own middle ages, it isn't hard to find a few in the pages of these beautiful volumes.
At this point in my career as a referee I seriously doubt I could run anything someone else wrote "by the book" as they say. I am an incurable "tweaker", a do-it-your-selfer, and a meddler. I add-lib even when unnecessary, often just to amuse myself, quite honestly. The result is whatever the author wrote, I change it some. Having said that, I really like a number of the published settings just as they are written.
Hyperborea as it appears in Astonishing Swordsmen & Sorcerers of... is to my mind a quite brilliant setting. It is named after one of the imaginary worlds of pulp fantasist Clark Ashton Smith and is the creation of Jeffrey Talanian (North Wind Adventures). Mr. Talanian's Hyperborea is thick with pulpy atmosphere and AS&SH, in my experience, gives the most authentic feel for role-playing in a sword & sorcery setting. Alien gods, ancient civilizations, lost technology and secrets that man was not meant to know, it's all here in trumps in AS&SH.
Tekumel, the setting of Empire of the Petal Throne created by M.A.R. Barker, is one of the earliest game related settings and one of the best. It has a reputation for being a bit difficult to get in to, but the reward is well worth the effort. There is a lot of material published for the Tekumel setting and it is an alien and unique place, so it can feel overwhelming at first. I have found the best point of entry is the original Empire of the Petal Throne game book, originally published by TSR in 1975, but often reprinted. The setting material in that single system book is manageable and more than enough to get your Tekumel off and rolling.
Before TSR got around to publishing their adventure modules and setting guides Judges Guild (Bob Bledsaw and Bill Owen) designed and released a setting in the form of a number of play aids including a great city and a number of hex-maps and some light description material. The City State of The Invincible Overlord and the surrounding Wilderlands give the referee/judge an adaptable playground at a period when most of us were still struggling to figure out how to use this wonderful new gaming concept. The Judges Guild setting remains one of my favorites to this day.
A list of great settings worthy to be run as written has to include the mythological setting of Glorantha, home to various boardgames and roleplaying systems spanning several decades including the editions of RuneQuest. Glorantha is the imagining of Greg Stafford and is one of the more unique settings in adventure gaming. A floating square cube beneath a domed sky, Glorantha is home to gods and men who are in constant interaction. It is a heroic setting with elements of early bronze age (esp. Mesopotamia, Iliad and Odyssey) and Native American cultures.
Harn is perhaps the most realistic and detailed medieval setting published for adventure games. It is the creation of N. Robin Crossby and has been published by Columbia Games since the mid 1980's. Harn, together with the system N. Robin Crossby designed for playing in it which he called HarnMaster, gives the referee ample tools for judging an immersive role-playing experience nearly unequaled (partly due to there being relatively few fantastical elements). The beautifully detailed maps can nearly come alive when paired with the detailed articles describing life down to the domestic animals, flora and fauna as well as the fictional inhabitants, mundane and illustrious, the politics of village and nation and the practice of religion and what passes for magic in this world. In many sessions it has been hard to remember this is a fantasy setting, it can all seem so real.
One of the settings I won't hesitate to referee or play in is J.R.R. Tolkien's Middle Earth. One reason is that I don't ascribe to the practice of holding absolutely true to the source material as written by the good professor. I am OK with taking liberties...making Middle Earth one's own. Add some stuff, assume the professor never got around to telling us about everything there exists in Middle Earth. Reinterpret some of the "facts" as they are presented in the published works...perhaps that is only one version of things? There are more stories to explore in Middle Earth than the destruction of the One Ring.
If you have made it this far, dear reader, I thank you for your patience and interest. Let me reward you with an easy to use source of adventure ideas that I find to be extremely useful - old westerns! The "B" movie variety and '50s/'60s TV series. The characters are classical archetypes and the plots are simple, often involving moral choices that will engage your players when they have to make the hard choices for themselves. Watch an episode of The Rifleman or The Lone Ranger, etc. and see if you can't re-skin the characters and plot for your next fantasy adventure.
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