Let's define "autonomous fantasy": a work about a world not our own, without attempting within the text to place the created world in relation to our own world (henceforth known as "Earth").
But if you look at literature, autonomous fantasy is actually pretty rare. George R. R. Martin's wildly popular world is one such world. But most of the D&D inspiration list "Appendix N" is not. Most of the works there have some kind of link between the fantasy world and the real Earth.
Below is a list of the ways in fantasy world-building to link the created world ("you") to our own Earth. The list is, of course, exhaustive (this claim is meant to stir the blood to objection, so object away!)
It is also only coincidence that there are twelve is the number of entries in the list and twelve is the number of sides of that funny-looking die you have lying on your table there. Please do not leave such momentous decisions as the very nature of reality to the whim of the roll.
1. You are in Earth's far or mythic past.
Examples: Tolkien's Middle Earth, Howard's barbarians, Moorcock's Melnibone
2. You are in the real world's future
Examples: Wolfe's New Sun, Lanier's Hiero, Gerber's Thundarr the Barbarian, Okorafor's Who Fears Death, Boulle's Planet of the Apes
3. You are in a parallel dimension, communicable to Earth
Examples: D&D's default cosmos, Pratt & De Camp's Incomplete Enchanter, Moorcock's multiverse
4. You are on a distant planet where fantasy/magic holds sway
Examples: Farmer's World of Tiers, Barker's Tekumel, McCaffrey's Dragonriders of Pern
5. Your world and Earth are both the dream/simulation/shadow of a higher world
Example; Zelazny's Amber series
6. You are in the dream of someone on Earth
Examples: Lovecraft's Dreamlands, McCay's Little Nemo
The rest have less of a fictional pedigree to my knowledge, but are no less fascinating.
7. You are in a simulation run by someone on Earth
8. Earth is the dream of someone on your world
9. Your world is the afterlife of Earth
10. Earth is the afterlife of your world
11. You are in a fiction maintained by someone on Earth (the literal truth, and the doctrine of Narrativism, no, not that kind of Narrativism)
12. The wall is absolute (Westeros and all other self-contained worlds such as Earthsea)
At any rate, each idea suggests itself strongly as a Big Reveal that is hinted at in the middle of a fantasy gaming campaign, and that outright drives events in the later stages of such a campaign. And in the next post: what implications each of these ideas carry.