Dr. Rotwang recently scored GURPS Fantasy Harkwood during a trip to the used bookstore, and he's very happy with the purchase. Harkwood is a typical GURPS product in that it tackles multiple jobs at once, and handles them all well:
Now...not only is this supplement impressive by virtue of putting so much information into a comfortable 64 pages, it pulls a second duty that's not as obvious: it's a hellaciously good template for creating, detailing and totally messing up your own fantasy kingdoms. I'm two whole chapters in and already thinking, I need to something like this for my stuff.
As Dr. Rotwang points out, this one is available still as a PDF over at e23.