Well, all fiction writers (and arguably non-fiction writers, but I’m not going there right now) build worlds. Every genre, even “mainstream” fiction, is involved in worldbuilding to some extent. Some worldbuilding is more subtle than others, but it is there regardless. In part, this occurs because even the most realistic fiction has to make some assumptions or modifications to our world, if only to make sense.
“The difference between reality and fiction is that fiction has to make sense.” –attributed to several authors, including Tom Clancy
I’m going to work with a couple genres as examples, mostly because they’re ones I’m more familiar with and because the worldbuilding is more obvious.
Mysteries, and the numerous subgenres, assume a world in which certain crimes, particularly violent ones, are perhaps more common that usual. In some cases, they also assume a greater degree of teamwork between different agencies than actually exists. Or they assume a slightly greater level of technology than real world law enforcement agencies have access to (Bones, I’m looking at you; maybe CSI in its myriad versions too). They may even assume a greater involvement of civilian detectives (Murder She Wrote, Jonathan Kellerman, Arthur Conan Doyle). And always remember, if Jessica Fletcher comes to visit your town, that’s a good time to take a vacation yourself.
The action/adventure genre assumes an Earth in which dashing spies, former assassins, and ex-special ops members fight continuous, violent, shadow wars for country, duty, and/or personal reasons. Most are, obviously, not entirely true to life and take certain liberties in worldbuilding, whether that means the creation of secret conspiracy groups, secret advanced technology, or other variations. (ex. the Bourne series, the Mack Bolan series, Ian Fleming, David Morrell)
Superhero comics posit a world in which various special abilities exist and impact society, this pretty much goes without saying. Because they generally look at the impact of superheroism, mutant powers, high tech, etc. on society, they are much more complex than they have typically been given credit for (anything in the Marvel and DC lines, really, a bit of Vertigo among others). The worldbuilding here is, clearly, more overt.
Finally, the fantasy and sci-fi (or SF) genres and all their subgenres (including steampunk) by their very nature involve some of the most overt worldbuilding to the point of creating entire worlds, galaxies, and multiverses more or less from scratch. I say more or less here since most F/SF worlds are based to some degree on real Earth societies. I’m not going to bring up examples here, largely because any I present will be repeated several times in future posts as the genres are my personal favorites, and the ones in which I write all of my fiction.