Pyramid 41 has the shadowland.
Do other worlds that would be considered "Material" Count? Banestorm has 4 or so in addition to earth and Hell (or wherever demons come from, its not all that clear):
Yrth (elves, dwarves, orcs)
Gabrook (Goblins, Lizard People, kobolds)
Loren'dil (halflings, centaurs, others)
Olokun (merfolk, sharkmen)
of course, you only ever visit one of those worlds and they could be considered different planets in the same galaxy. Do they really feel like different planes of "existence'?
The infinite worlds series got a lot of love a few years back. A list of worlds is here. There are some there that aren't official or that are buried in the unreachable depths of pre-pyramid 3 pyramid, but the list should still be useful:
http://gurps.wikia.com/wiki/Worlds_of_Infinite_Worlds