My understanding is that OP is looking for Post-Apocalyptic, Current Days or maybe Steam Punk themes. These are already a good basis to search for games. A few games that come to mind...
Tokyo Mirage was fun and quite unusual.
Persona/SMT series. Especially SMT actually. For example Strange Journey. It is a Dungeon-RPG so there's some work involved on the player's part, but the themes are excellent.
Radiant Historia had a great Steam Punk theme. Highly recommended.
Wachenroder on Saturn, but that's Japanese only.
Hybrid Front also looks very interesting on MegaDrive, but that's Japanese as well.
Shadowrun games on older consoles, had some very good settings.
Fallout series is post-apo.
Phantasy Star series is quite unique, with II having a very futuristic sci-fi setting and IV leaning more towards pos-apo.
I find that 7th Dragon on 3DS is worth noting. It mixes many themes, and offers some very uncommon classes for a RPG.
Saw FF VIII and FF XV and agree that these have good, unusual settings as well. FF XIII trilogy as well, not exactly your usual fantasy setting.
Valkyria Chronicles I and IV are very good, with a world-war theme in a fictional Europe.
Nier + Automata.