A world that isn’t a natural world (or planet), but is instead an artificial world (or ship); a “world ship”. This trope most often occurs in science fiction, in both literary and visual expressions, but can be found in other genres.
My first experience with this concept was the original Star Trek episode “For the World is Hollow and I Have Touched the Sky”. Although not explored or explained in much detail, the world ship Yonada is large enough to have a functioning society for hundreds of years and the population has mostly forgotten that they are on a ship.
This would be a fascinating world to set a game in. The characters could be an exploration team of some sort, just like in the episode. They could either be obvious outsiders, again, like in the episode, or they could attempt to sneak their way inside, either to gather information, or possibly steal something of value.
Another possibility would be to play inhabitants of Yonada. Perhaps there is a rebel group that knows the truth of their situation and has somehow managed to remove the Instrument of Obedience, so they cannot be killed (and/or tracked?) by the Oracle. They might be searching for a way to free themselves from the Oracle’s control, or simply waiting for an opportunity (such as a group of explorers from outside Yonada).
There’s a huge opportunity to create and explore the culture of Yonada. What’s the total population? How many people know the truth: is it a very few persons, or a whole level of society? What is the economy like? Is there agriculture or do they use hydroponics? What about animals? Do people “work”, or do they just exist, doing almost nothing?
Given that the entire population lives underground, I could envision a whole mythology that discourages exploration or observation of the sky. Agriculture could be fungi-based, or regular or genetically-modified crops grown hydroponically. Or there could be “interior suns” that generate enough energy for photosynthesis to take place.
The author Gene Wolfe wrote a series of books collectively called “The Book of the Long Sun”, which takes place aboard a “generation” ship, and provides a lot more cultural information, though much of it is revealed through the characters’ limited point of view; there’s seldom an “omniscient” description of the situation. From what I can remember, the “long sun” is a reference to the fluorescent tube-like shape of the “sun” in the ship.
Arthur C. Clarke’s novel “Rendevous with Rama” is similarly devoid of a complete explanation of the Rama spaceship (although the Rama II sequel trilogy does posit one). However, both the Long Sun and Rama ships could be potentially useful places to explore, and the Long Sun ship is large enough for characters that were born on it.
If you want to use a pre-existing game system and setting, have a look at Metamorphosis Alpha. This game was originally published in 1976 and has had version updates and reprints of the original first edition. It posits a large generation ship that suffered a catastrophic accident that led to mutated creatures due to radiation.
Other settings include “megastructures”, which are much larger than “ordinary” ships. The smallest of these are the GSV ships in Iain Banks’s Culture series. Next up would include the Halo objects from the game and book series. A giant leap beyond that is Larry Niven’s Ringworld. Both the Culture and Ringworld universes have “magical” technology, so it might be difficult to put characters into true personal danger. Additionally, the Ringworld is so gigantic that most “ordinary” campaign plots would take up a miniscule area of it; anything epic enough to affect a large segment or the entirety of the Ringworld would be largely beyond the characters’ abilities without some kind of deus ex machina.
An interesting take on a generation ship involves concepts similar to what would eventually be used in the Matrix movie series. In MmegaZone 23 Parts I and II, the main characters are on a generation ship, but are somehow hypnotized or otherwise manipulated into believing they are on Earth (however, the ending of Part II is much grimmer than the end of the Matrix series). I’ve always wanted to run a game where I could spring such a surprise plot twist on my players. The campaign would then transmogrify into an effort to find out “the truth” and/or a control center where presumably the Folks Who Know can be found.