YOUTUBE SPAM UP IN HERE:
Sorry, the title made me think of it. Anyway, I am just a huge sucker for the majesty of things floating around in the sky. That's one of the big reasons I like Skies of Arcadia's setting so much (the other being that it's a JRPG take on the Age of Discovery and that's oddly entertaining). And Metroid Prime 3 continued to prove to me that Retro Studios has some of the most talented environment artists in the video game world.
Might I also suggest Cave Story? As you continue to learn piecemeal things about the game's world and history, you eventually clue in to the fact that you're inside an island floating the sky. The last few areas of the game have you finally reach the outside/surface of the island, and it's oddly serene. Also, the title screen makes more sense once you realize the whole "floating island" thing: