Kelewan and Midkemia (Feist),
Amber (Zelzany), of course
The multiverse of the "Elric of Melniboné" and Hawkmoon series (Michael Moorcock)
The whole Hyperion / Endymion universe, even if it's not really a "fantasy world" (Simmons)
And the Discworld , awesomely crazy (Pratchett)