There's no world map for Into the Odd. No timeline. No list of NPCs that rule over Bastion, or legendary explorers of the past.
The cities outside of Bastion aren't named. You just know that they're inferior in some way. The Golden Lands are unmapped, and the Polar Ocean swallows most explorers that go into it.
The History of Bastion isn't documented, and I don't tell you about each of the ethnic groups that exist there. I tell you it's cosmopolitan, but nothing else regarding its culture.
I don't really mention anything about colonialism, slavery, or inequality based on race, gender, sexuality, class, or religion. I don't mention anything about the foreign cultures that may exist in the Golden Lands.
This is deliberate.
By the very nature of their role, the Referee makes rule judgements. No, that boulder is too heavy for one person to move. Sure, you can try and leap over that stream but it'll require a save. As important as consistency is, Into the Odd will feel different depending on who your Referee is.
And so will the world.
I tell you there's a high council ruling Bastion, but you decide how much impact they have on the city. Perhaps they aren't important to your game, or perhaps they're key NPCs that the group are trying to win the favour of, or maybe overthrow. Perhaps it's really a single ruler hidden away.
Some Referees will see a post-industrial setting and gleefully hook on a tonne of issues from our own history. Slaves are being shipped in from Golden Land colonies, the working classes are dying in smoky factories, and a new dominant cult has begun to impose tighter laws on women's freedom. That's your take on the world.
But if you don't add that stuff, it isn't there.
Bastion is designed to feel familiar, and act as a home for all of Humanity. This is the Hub of Mankind, not London or Paris. Whatever sort of person you are, you'd find a home in Bastion.
And outside of Bastion, there's a place for anything you can imagine. If it's below ground, stick it in the Underground. If it's something lurking nearby, stick it in Deep County. If it's a distant thing, put it in the Golden Lands. If it's too weird for that, stick it out in the Polar Ocean.
Just like the rules, the setting is really just a framework for you to be creative. You won't find all the answers, but I've given you everything you need to go out and discover them.