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I'm creating a world for my next game and I want it to feel like a very ancient world with multiple fallen empires and wars in it's history. I want to build a very detailed setting and have my players feel the age of the world. I loved how in Lord of the rings simply walking in a forest feels like the woods were there before time even existed. I want my setting to feel rich by its age and ancient history.

How can I give this feeling to the setting?

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To have a sense of ancientness either the world needs to have an ancient history to call on, or you'll need strategies to give the impression of one. Pulsehead's answer provides one way to create a history, but many worldbuilders never design so thoroughly and it doesn't stop them at all. Either way you work, I offer specific strategies for evoking that sense of history. But first, a word on allusion and illusion:

Learn how to wave okapi butts

Ursula Vernon talks about worldbuilding as sleight of hand: "there’s no okapi there at all, it’s basically a big striped butt on a stick that the writer is waving through the undergrowth." If you don't have everything set down beforehand in perfect detail, that's okay. Necessary, even, if you ever want to actually start your campaign. There are perfect worlds and there are playable worlds. So as you read my advice below, please remember that these strategies can be used to imply things you haven't actually settled on yet. The stuff your players are interested in, you can flesh out as you go. The rest will simply be a cardboard butt-on-a-stick fading into jungle to give the impression of a living world with more complexity than it'd be reasonable for you to actually design.

Physically layer the settings

What is now got built on what came before. Show this physically and literally: a new town built on the ruins of a fallen city; a forest flooded and slowly becoming a swamp; a city with concentric rings of massive stone walls deep inside it, showing the boundaries of the town as it expanded out of its walls over and over again.

If you can tie these to important events, all the better: Why is the city ruined? What made the forest flood? Why does the city need walls, or what makes it so prosperous? Making those catalysts significant to the story or the setting beyond their obvious physical changes will make the history tighter and the world more real.

Name things for people and events that have come before

Use names to refer to history, and how an area or a people relates to that history. The names do not have to be accurate, and should reflect myth and legend as much as fact.

You can't throw a rock in certain parts of Britain without finding vaguely flat-ish rock formations called "King Arthur's Table," and the number of "Indian's Head" locations in America is astonishing. A good number of American States have names derived from the Native Americans who called that place home. Groups of people will have the family names of their conquerers for generations after the conquerers went home or were in turn conquered. Don't forget the natural tendency to name things for our heroes (Washington DC), victories (Trafalgar Square), and sponsors (Jamestown).

Put history in the mouths of your NPCs

I don't mean they should become infodumps. If you're familiar enough with your history, you can have them naturally say things like "Not since the rule of X has Y happened," or "He's a modern-day [insert famous person here]." Think about the many historical references we make: WWII, cavemen, fiddling while Rome burns... make your history live by putting it in the mouths of living NPCs the way we relate to our own history. This can be difficult to do naturally, but can be very evocative when pulled off.

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    \$\begingroup\$ +1 physical layering alone. Not only is it hard to miss, but it's just cool when a PC walking through a forest stumbles over a stone block and realises they're in the middle of a ruined city. \$\endgroup\$ – GMJoe Feb 1 '13 at 5:24
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    \$\begingroup\$ I'd specifically recommend researching modern cities built on ancient cities. For example, periodically some store owner or whatever in Istanbul discovers their building is being supported by an 1800 year old cistern. Even in Byzantine times, especially in between the fourth crusade and the arrival of the Turks, people lived in and among ruins that were old when their great grandparents were born, and which their society had lost the capacity to rebuild. \$\endgroup\$ – Blue Footed Booby Apr 19 '16 at 14:50
  • \$\begingroup\$ I just noticed, I don't think the “The rest will simply be a cardboard butt-on-a-stick fading into jungle to give” sentence in your okapi butt paragraph got finished. \$\endgroup\$ – doppelgreener Nov 12 '18 at 13:49
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Play a game of Microscope to actually build the history of the setting with the players. Then agree upon a time in the history you've created to set another game.

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First, create the physical map. Put down the landmasses. Then create an empire on top of where you will be playing. Now figure a handful of the areas that are destroyed between the zenith of that civilization and now (I would go for 25-50% of the cities/settlements). Explain in few sentences why those cities failed and the ones that survived did not. Environmental catastrophe? Magical implosion? Fire burned the town to the ground?

Now, take the cities that remain and figure out how they fractured and formed new civilization(s). If you want to be through, figure out how half or so of those civilization(s) fell from prominence and explain why the half or so cities that are no longer lived in are abandoned/destroyed. But on this map, keep a rough of where all the fallen civilizations are/were. If you remember from the Lord of the Rings movies, in the middle of "nowhere" they would stumble across the ruins of a long-dead civilization (most notably when they stumbled across Bilbo's Stone Trolls, or when Boromir tries to steal the ring from Frodo). The only way to give that feeling of age and lore is to do the same. in your world. Some of the reasons why places are not lived in now should be factual, some should be mostly right, and throw in a few that are WAY off base.

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I first describe the rough outlines of the geography, then go back several thousand years and work up a history.

An empire started here at this time. It expanded from the coast inland. Simultaneously an empire of disparate tribes in the interior grew outward. They had a war. The coastal invaders won, and to cement their victory they established border forts in the interior. These grew to become small cities with their own unique cultural blend of coastal and inland influences.

Later, years of drought forced the mountain people down into the valleys, where they clashed with the people of the lowlands. The border cities were decimated. After years of fighting, the mountain people controlled much of the plains. They built over the ruins of the border cities, not knowing or caring about the catacombs that had been built beneath them during the war.

Migrations, natural disasters and wars all serve as good building blocks, rationales for why a place formerly teeming with civilization has been abandoned, and why a city might have all sorts of cultures intermingled.

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