Since I keep mentioning this and then forgetting to provide a link:
Non-comprehensive list of games whose themes were changed between design and publishing, compiled by Bruno Faidutti, himself a designer of many games. Some of the interesting rethemings include:
Medieval Japan --> Aborigines (because war-themed games aren't popular in Germany)
Trojan War --> Renaissance Spain (because there was a competing Trojan War game already released that year)
Medieval War --> Trojan war (because the Trojan war was more "original"...that year)
Mississippi cotton shipping --> Loire wine shipping (because there was already a successful Mississippi shipping game)
Space empire building --> Polynesian island exploration (because SF games aren't popular in Germany)
The short version often amounts to "game publishers are as twitchy as movie producers when it comes to guessing what will or won't sell."