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Brun, Refuge from Middle-Earthby Andrelvis
An idea I've been toying been with. In some sources, Mystara is given as taking place in Earth's distant past, much like Tolkien's Middle-Earth. While Middle-Earth takes place in Europe, Mystara content largely takes place in North America (Brun), with Eurasia (Skothar) being largely undeveloped - allowing both settings to coexist, if compromises are made.
The Known World's European-like cultures could have been the result of migration from Middle-Earth, with the same being true for the dwarves, elves, halflings, and etc. This would, of course, necessitate changing the Mystaran migration history, which has halflings and elves settling Brun from the southern continent.
At first glance, it is attractive to equate Alphatia with Númenor, as both were powerful empires which sank under the seas. But that would require Brun to be settled by Middle-Earthers before Valinor was taken out of Arda, and travel by sea to the Americas became possible.
There are, to many knowledge, two peoples in Middle-Earth capable of ocean-faring: the elves and the Númenoreans (and their heirs, Arnor and Gondor). The migration of elves to Brun would be simple to explain: a group of elves decides to sail west, but forego the "Straight Road" that leads to Valinor in the Third Age, seeking instead to discover and settle new lands. Thyatis could have been settled by descendants of the Númenoreans after the fall of their home isle (deemphasizing Thyatis' Roman-like characteristics).
The migration of dwarves and halflings/hobbits to Brun could be explained by them hiring ships in Arnor/Gondor, attracted by reports of sparsely-populated lands to the west. The halfling migration I would put after the Shire has been founded in Middle-Earth, as it would be strange for the Five Shires to be so similar (down to the name) to the Shire in structure, without one having been based on the other. A wave of hobbits/halflings could have decided to take their chances at settling in Brun as a way to escape the Great Plague that was troubling the Shire in TA 37. In Mystara, the migration of halflings to Brun is placed at 1300 BC, so we could say that 1300 BC in the Mystaran timeline is roughly equivalent to TA 37 in the timeline of Middle-Earth. Or perhaps a group of hobbits simply wanted to continue migrating west as their people had done over the centuries before the founding of the Shire, even if that meant migrating to a new continent.
It is extremely unlikely that the elves or Arnor/Gondor would provide ships to the orcs and trolls to sail to Brun. But there was another Númenorean realm in Middle-Earth, Umbar, which was under the influence of Sauron, and thus could provide ships to them. Alternatively, the orcs could have stolen ships to allow them to sail westward.