Mars

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Mars is the fourth planet in our solar system. It has a long history of fictitious inhabitants, and its proximity to Earth makes it a popular target for colonization.

Warhammer 40,000

In the backstory of Warhammer 40,000, the God-Emperor of Mankind imprisoned a shard of the Void Dragon on Mars during the Middle Ages, knowing that he would need it later.

Mars turned out to be one of the first worlds colonized by humanity. The colonization and terraforming were backed by industrial cartels, and carried out by their employees. Obsessed with technology and knowledge, its inhabitants upgraded themselves and their planet in every conceivable way. Mars became encrusted with buildings, factories, and laboratories, a sort of hybrid Hive and Forge World (the first of many to come). It was independent of Earth, which meant that they rode out the Age of Strife more or less intact, although their world had deteriorated somewhat due to the lack of an environmental protection policy.

Their culture had changed as well; with so much knowledge lost during the dark times (and with some influence from that shard of the Dragon), the people of Mars had dedicated themselves to preserving what information they could, and they did this with a religious fervor, coming to be known as the Mechanicum, or the Adeptus Mechanicus.

The God-Emperor of Mankind won them over to his side for the Great Crusade by promising them first dibs on any STC printouts (the only remaining knowledge from the Dark Age of Technology) discovered by his Space Marine Legions, and they provided power armor and bolters for his growing armies. Just As Planned.

Unfortunately, there was tension within the ranks of the tech-priests, and Horus was able to play on this (with a little help from Chaos) and sow a civil war as part of the Horus Heresy. Terrible weapons were unleashed, from the mighty Titan legions to bizarre techno-organic creatures, and Mars was left even more damaged than before.

The present-day Mars is a barely-inhabitable wasteland dotted with forges and hives, where stored knowledge is fragmented at best and subverted by Chaos or Necrons at worst.

Pathfinder

The Pathfinder RPG's default campaign setting of Golarion includes Akiton, the Red Planet, which is inspired by various sci-fi depictions of an inhabited Mars.

Space 1889

The natives can have the polar icecaps

In this Victorian sci-fi (not steampunk) setting, Mars was the go-to place for exploiting the natives and natural resources. Why deal with human-rights issues in India when you can exploit the non-humans of Mars instead? Mars is also the source of liftwood, used for crafting the hulls of gravity-resistant skygalleons, and useful for aetheric vessels between planets.