Popular campaign settings:
Forgotten Realms: this campaign setting consist of the planet Toril (actually, Abeir-Toril), of which Faerûn is a continent. Other continents include Kara-Tur (setting of the first edition Oriental Adventures) and Zakhara (setting of Al-Qadim). Faerûn, Zakhara and Kara-Tur are more cultural continent than something else, they are all the same landmass, like Europe and Asia. The last detailed continent of Toril is Maztica, which has a mayan/aztech look. The "Unapproachable East" is the eastern part of Faerûn.
Other big names associated with the Realms are Cormyr, Silverymoon, Waterdeep, Baldur's Gate, Amn, Menzoberranzan...
Greyhawk: The name comes from the most detailed city. The planet is called Oerth, and its core continent is called Flannaess.
Ravenloft: It is the demiplan of dread, not a world like the Realms or Greyhawk, just a desolated land lost in the Mists. It's not sure whether it's part of a planet like the others. It's a place of horror, and the Mists, who have a dreadful sentience of their own, frequently kidnap villains, heroes, or ordinary people, from other planes to entrap them in Ravenloft. Here, the most cruel persons are emprisonned, unable to leave the demiplane, but they may take control of part of it and remodel their region to fit their personality.
Dragonlance: The world is called Krynn, famous continents are named Taladas or Ansalon. The setting was frequently ravaged by Tiamat's attempt at killing all other deities, slaughtering all good dragons, and otherwise screwing people. The setting is named after an artifact useful for slaying chromatic dragons. Particularities include no orcs, draconians (created first from mutating metallic dragon foetus in their egg, and replacing their soul with those of abishai devils), and the infamous Awful Midgets (gully dwarves, tinker gnomes, and kender halflings).
Mystara: A world of old-timers, Mystara was the setting of the box (basic set, expert set, etc. until immortal set). Most old modules were either for Greyhawk or for Mystara. Particularities include lots of playable races (including "furries" like lupin (dog, wolf, and fox), rakasta (cats of all stripes), hutakaan (jackal), tortle (guess what), and several reptilian creatures. Famous for its Gazeteers, it also includes the subsettings of Known World, Savage Coast, Red Steel, Hollow Earth... (Its moon is inhabited too, and has a hollow moon too.) About any kind of D&D game may be held somewhere in it, it is even more "patchworky" than the Realms.
Kingdoms of Kalamar: Named after a collapsed Roman-like empire, the world itself is named Tellene. Great deal of effort on creating human cultures, with their own language roots (which may sometimes sounds a bit weird), the setting is one of the most worked-on in terms of efforts spend to make it sounds realistic, both physically (the aspect of the world) and sociologically (migration flux are detailed...). It changes several classical races from their D&D standard, like hobgoblins.
Scarred Lands: World is named Scarn, continents include Ghelspad, Termana and Asherak. Ask Nightfall for more, he's our resident Scarred Lands sage.
Birthright: The world is named Cerilia (or is that the continent?). The setting revolved on playing kings, archmages, hierophant and guildmasters, i.e., being the leaders. Originalities also included a story of divine war that had killed the gods and shed their blood on the world. People touched by the blood of good gods considered then they had a birthright (hence the name) to rule, and are the PC and their rivals. People tainted by the blood of evil gods became awful monsters, the "awnshegliens". Contrarily to most D&D worlds, mythological monsters are unique and powerful, rather than being a race. The Gorgon, the Medusa, etc.
Planescape: A multiversal setting, Planescape focuses on Sigil, the City of Doors, and all the planes of existence. It has still a wide following, but some people just can't get it. Planescapers love employing a linguo, like "berk", "sod" and "blood".
SpellJammer: Another multiversal setting, one of the weirdest oddities of the line. It is a mix of science-fantasy (D&D in space!), carribean pirates, and traditional fantasy. You have wooden ships flying in Wildspace, alien beholder ships with laser rays, lots of grells and mindflayers...
There are other settings, but I can't type them all.