As a pedant, I humbly request (well, humbly for me - some folks'd consider it plain arrogant) an elucidation of the term 'world' This is an old word, from back beyond the planet being spherical, and is used for a number of different meanings, far too many of which are potentially relevant here.
I assume the 'welcome to my world'/Wayne's world significance, of one's immediate environment and perceptions is not in question, as all fiction (and a largish portion of biography) leaves this. Even reading Ikea instructions to mount furniture are frequently diverging brutally from my personal experience space. Next is the 'other bit of our familiar universe' step - an astronaut on the moon might be considered offworld, someone underhill in an urban fantasy is outside the conventional laws of physics - but the mundane, familiar planet is just down the gravity well/through the veil, attainable and frequently the focus of the story. Or we can take stories set in a reality which is recognisably ours but diverges in some slight way (like being carried through the cosmos on the back of four giant elephants standing on a turtle). Stories from the thousand nights and a night, where Mesopotamia is clearly specified, but is not a habitat for elephant-eating roc birds in our severely limited perception. SF wise there are any number of physical laws broken, discoveries made which violate causality, technology which has not advanced all that far but is already indistinguishable from magic – and I suspect everyone here requires at the very least a leavening of this.
But world quite often implies a complete universe, or, with rejection of linguistic logic, a compleat multiverse. Not merely a different region in this one, but different laws, animals, societies? We have an inborn need of the familiar, the recognisable.
Shuffle along on that fence, springs; it looks quite comfortable.