In the almost 30 years D&D has existed, several companies have published official campaign settings for the benefit of beginners and other Dungeon Masters who don't have time to design entire worlds.

Ad-Qadim is a Arabian fantasy setting published by TSR, Inc..
In Birthright campaigns, player characters are the kings, nobles, and other leaders of nations in the fantasy world of Cerilia.
The Dark Sun campaign takes place on Athas, an ecologically ravaged fantasy world where magic is rare and the traditional AD&D races have evolved into unfamiliar forms.
Krynn, the world of the Dragonlance, was originally developed by TSR, Inc. in the 1980s as a setting for a limited series of adventure modules and novels. Its unexpected popularity let to the continuation and expansion of Dragonlance into one of TSR's major D&D settings.
Perhaps the best and most annotated world in the TSR game collection, the Forgotten Realms campaign setting takes AD&D players from the frigid glaciers of the Great Glacier to the searing heat of the Anauroch, the Great Desert. Over two decades in the making, the Forgotten Realms allow players and Dungeon Masters to explore the world of Toril as a mystical Mage, devout Cleric, fearless Warrior and even a wily thief. The possibilities end only with your imagination. Visit the lands of Drizzt, Elminster, Alias and other heroes as they battle the evil forces of the Red Wizards of Thay and the Black Network of the Zhentarim. Take a look at some of the best resources on the web for ideas, help, introductions and even online gaming in the Forgotten Realms.
The World of Greyhawk campaign setting is based on the personal campaign of Dungeons and Dragons co-creator E. Gary Gygax.
The Lankhmar campaign setting takes place in Nehwon, a fantasy world created by novelist Fritz Leiber. Lankhmar's official association with Dungeons and Dragons dates back to the appearance of Nehwon characters in the original AD&D Deities & Demigods Cyclopedia.
Mystara is the campaign setting originally popularized as "The Known World" of the Dungeons & Dragons boxed sets.
Beginning with its eponymous 1992 rule book, TSR's Oriental Adventures product line provided rules, settings, and adventures for Kara-Tur, an AD&D First Edition fantasy realm inspired by Asian myth and legend. Although officially part of Forgotten Realms, Kara-Tur was often incorporated into other campaigns by Dungeon Masters.
Planescape is an AD&D Second Edition campaign setting that encourages player characters to explore the many planes of the Dungeons and Dragons multiverse.
Ravenloft is a gothic horror setting inspired by the classic AD&D First Edition adventure I6 Ravenloft.
Spelljammer is an out-of-print campaign setting (for Advanced Dungeons & Dragons Second Edition) set in "fantasy space", the AD&D magical equivalent of our "outer space".