Extreme colony enviroments

Mountain tops; frozen lakes (I mean who doesn't love embarking on a frozen lake in DF and having to scramble to get to safety before it melts!) , western plains, islands (building bridges between them, etc would be cool) , maybe embarking at sea and building your own island/ship (not sure where you'd get the materials..a previous game?), african rain forest,

 

I'll third the wendigos. I read Rick Yancey's Curse of the Wendigo last year which pretty much put me off any ideas of tramping through the Canadian wilds. As an aside, a Richard Attenborough narrated documentary on wendigo hunting behaviors sounds fascinating but would probably be murder on the camera crew ("And now the lead cameraman has unwisely looked into The Yellow Eye...").

As for extreme climates, the Atacama desert comes to mind. Practically no rainfall, weird snow formations, the occasional electrical storm, a dependence on fishing that puts a huge chunk of the population in constant danger of fishman attacks, lucrative supplies of sodium nitrate which can be processed into fertilizer and gunpowder (factories of which can then explode), and attacks by vengeful flamingoes (not sure why they're so angry, but I'm sure colonists have done Something Wrong).