My dream theme would be colonial America with a super natural twist and backwoods/fur trade focus. The countryside is populated by fur traders, Native Americans, red coats, blue coats and the occasional settler. The sets would be terrain and brick built monster based, with examples of the monsters being Loup Garous, Weindigos, Thunderbirds, Bigfoot and other monsters from Fur Trader and Native lore. The finale big bad is an army of undead norse draugr.