They are everywhere. The only question is, how large do you want the empty space to be? And how empty?
Even in the best described area, Dragon Pass, some places were no more than names for twenty years. As you can see on this list, Peter Metcalfe, Kevin McDonald and myself has been discussing some fundamentally important parts of Pelandan religion; that's a region several hundred miles across, with a couple of hundred pages of published material.
For play in Sartar in Dragon Pass, the unit of play for many games is one clan plus its neighbours, yet only a small fraction of those clans have been described so far. The first stage of playing in such a game is likely to be invention of the details of the clan (the forthcoming Sartar book will provide a procedure for doing this).
It could be said that ALL of Glorantha is a place that gaming groups can invent and fill in.
Powered by hypermail