For me, I'd say Mage and Changeling more than any other. Mage the Ascension dealt with similar themes, and I ended up scooping a lot of old books up from people. I think Mage Traditions (plus the Marauders, Nephandi, & Technocracy) were simialr to the factions, though Mage took things to the next level in terms of subjective reality, more so than I or most of the players I've had would be comfortable with.
Changeling the Dreaming had cool ideas for incorporating the Fae, but honestly Changeling the Lost might be the best RPG to come out in recent memory. The premise of the game is people kidnapped by the True Fae, chaotic beings that make the Slaad look kind who subject their human slaves to tortures ranging from endless physical suffering to slavery to playing games with their hearts/minds.
Some changelings escape back to our world, only to find themselves replaced with simularcums. Figuring out how to deal with this predicament, and the constant threat of having the god like True Fae return for you, brings a suspenseful edge to the game. The fact that Changelings, no longer human, adopt the ways of their conquerors to an extent is also an interesting cultural commentary. One can use this as an alternate way of developing exemplars rather than mating, and it also makes the Outer Planes something these escapees might fear or lust for.
The supplement Axis Mundi for Werewolf: The Apocalypse was also very good for elementals and the like. And The Thousand Hells for Vampire: The Masquerade for the lower planes. The Dark Conspiracy RPG had a supplement called Proto-Dimensions that was essentially an assortment of creative demiplanes.
Others? GURPS, Talislanta, In Nomine, Nephilim, Kult, d20 Modern, Ars Magica, The Primal Order, Elric!/Stormbringer, Wraith: The Oblivion, Rifts, Nightbane, Orkworld.