Another great setting is Charles R Saunders' "Imaro" books. If Hyboria is "Europe", then Nyumbani (Swahili for "home") is "Africa" and, frankly, a damn better rendition than Howard's "Black Kingdoms", given that Saunders actually researched the history and mythology far more thoroughly than Howard did, even actually traveling to Africa to broaden his learning. Imaro (Swahili for "Strength". and there are many such bilingual Easter eggs in the books) was created as a reaction to to racially dubious depictions of black people in Burroughs, Lovecraft and Howard by a man who confesses he is a huge fan of the latter two.
Get your hands on the books if you can, they're fun reads.