Mordheim needed an option to have a "generic" setting - gangs fighting for control of "turf" in a city, or small bands of brigands controlling highways etc. It wouldn't be too difficult to change the background without really changing the rules.
The Empire in Flames setting is all about 'small bands of brigands'. As is the Nemesis Crown, Lustria, Border Town Burning and so on.
The newer Mutiny in Marienburg is set in, well, Marienburg. Gangs and lawmen, merchants, etc fight over 'turf' in a city.
In general Mordheim the game system is very flexible and if you can think of a place or environment that you would like to campaign in, chances are someone else has written a set of rules for it or you can just do it. I personally never got into Mordheim the City of the Damned, but I love Lustria, Khemri, Sartosa. Our current campaign is set in Al-Haikk.
http://boringmordheimforum.forumieren.com/t8264-tales-of-the-arabyan-nights