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Menzoberranzan, the City of Spiders, is a fictional city-state in the world of the Forgotten Realms, a Dungeons & Dragons campaign setting. It is located in the Upper Northdark, about two miles below the Surbrin Vale, between the Moonwood and the Frost Hills. It is famed as the birthplace of Drizzt Do'Urden, the protagonist of several series of best-selling novels by noted fantasy author R. A. Salvatore. (taken from wikipedia)
There are several things I love about Menzoberranzan.
The first is that the houses of the city are build in the stalactites and stalagmites in large caves deep underground. In real life and without use of magic this is probably something that could never be done, so it immediately creates this magical world for me even without knowing anything else about this city. Just with this fact alone there's so much world building, I think that's an amazing feat.
And then there's the society of Menzoberranzan.
The city is ruled by ruthless females, worshipping a spider Goddess named Lolth. Their lust for power divides the city, several large families (named Houses) struggle for power with each other. This creates a society that looks strong on the outside, but which is eaten from within and it lends itself for lots of political intrigue and backstabbing.
And as this city isn't just used in novels, but is created especially for the use of roleplay, this setting doesn't just stay in books, but can be used, enjoyed and shaped by every roleplayer who wants to and in this way you can add your own story to the magic that is Menzoberranzan.