I made a setting list which has as many as I know of that are at least more than 1 page long. It lists no page #s, and books are given as links, but it could be modified for the index. (I'm trying to keep it updated, but would appreciate info from the Pyramid #2 articles that were never free online.)
http://forums.sjgames.com/showthread.php?t=108616
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I have Confused and Clueless. Sometimes I miss sarcasm and humor, or critically fail my Savoir-Faire roll. None of it is intentional.
Published GURPS Settings (as of 4/2013 -- I hope to update it someday...)