Before Greyhawk, there was Blackmoor.
Blackmoor was created by Dave Arneson in 1970 as a setting for Chainmail campaigns amongst his local wargaming club (which happened to include a fellow by the name of Gary Gygax). The setting was nothing special, being little more than an empty map with a handful of points of interest to go fight at. What really makes it noteworthy is that Arneson used the Blackmoor campaign as a testbed for his new dungeon-crawling mechanics, which turned Chainmail into something resembling a crude, highly lethal prototype of D&D. The first pre-made published adventure was set in the context of Blackmoor: "Temple of the Frog". This turned out to be an immediate hit, so Arneson began to flesh out Blackmoor for use in D&D while Gygax started building a new setting (Greyhawk) from the ground up. Unfortunately, Blackmoor and Greyhawk were too far behind schedule to make the D&D launch, so they were published later as "supplements" to the Dungeons & Dragons white box.
Years later when BECMI D&D was being published, Blackmoor popped up again to be integrated into the default setting "Mystara" as an antediluvian or precursor civilization to Mystara. Three modules were writen by David J. Ritchie and Dave Arneson:
- DA1 Adventures in Blackmoor
- DA2 Temple of the Frog
- DA3 City of the Gods
- DA4 The Duchy of Ten
Then Lorraine, in her infinite wisdom, decided to axe Blackmoor and Mystara despite Blackmoor being a big moneymaker. Among other things, this killed off a boxed set that would have incorporated Blackmoor into present day Mystara. While he has told everyone to move on, Bruce Heard is supposedly still upset over this. Fortunately, Arneson himself still held the rights to Blackmoor, so in 2004 he formed Zeitgeist Games and started publishing a bunch of Blackmoor books for 3.5e and 4e. Zeitgeist is now continuing to publish Blackmoor books in Arneson's absence. Or rather, they were.
Not too long after Arneson passed away, the partnership fizzled out and the new Blackmoor content ceased. Proposed supplements like "Age of the Wolf" became nothing more than myth and vaporware. The legal status of the setting is said to be a jumbled mess, furthering the setting's fate in limbo. It is likely that ownership has reverted back to Hasbro/Wizards of the Coast, but few people seem to be talking. For the time being, any and all support has been left up to the fans. This has lead to all sorts of fan creations, like filling in the timeline blanks, creating new enemies for Blackmoor and even bringing it back to Mystara through several improbable incarnations (including one where it's evil for some reason). Many of these can be found on The Vaults of Pandius.
For information on the setting itself, it's suggested that you go to the Mystara fansite's section on Blackmoor.