Masque of the Red Death
Masque of the Red Death is a campaign setting for Dungeons & Dragons, with official releases for both Advanced Dungeons & Dragons and Dungeons & Dragons 3rd Edition.
A spin-off to Ravenloft, Masque of the Red Death basically is what you get if somebody at TSR goes "Okay, Ravenloft is pretty Gothic Horror, but how can we turn it up to eleven? I know, let's put the PCs in a world that's our own Earth in 1890, but monsters and evil magic are real!"
The basic story is that, on "Gothic Earth", a malevolent and corruptive entity called the Red Death, hinted as being akin to the Dark Powers of Ravenloft, has been messing around and fouling up the world for centuries, trying to plunge it into eternal (spiritual) darkness. Your players are brave, bold Victorian souls who dare to seek out that which is going "bump" in the night.