Plenty! Apart from the obvious horror stuff like Berserk, worlds where humans face constant threats of extinction by herculean threats like Evangelion or AoT (on Paradis, at least), or "society is gone" endtime settings like Dr. Stone, one that comes to my mind especially is Psycho Pass. I'd rather not spend life in an Orwellian dystopia, thanks.

On a side note: I think the world of Dragon Ball wouldn't be half bad actually. Highly advanced technology, a diverse society (a dog for a king! Need I say more?) and the guarantee that an afterlife exists. Not to mention that on the off chance a villain kills a bunch of people again, they'll be wished back to life by the heroes once they've inevitably won.