Going back to the early days of gaming yore we find Greyhawk and Blackmoor. Hallowed names and setting, but beyond the names of the books, they are both nearly devoid of setting. Both retained the LBB dimensions and delivery system, but were a mishmash of classes, spells, monsters, treasures and only Blackmoor contains an adventure. There is no real campaign setting at all despite Gygax's inferences in the introduction to each. I do not believe you could call either specifically campaign guides as that wasn't specifically what they were designed for despite the names and their mental reference to us today as campaign worlds.
Judges Guild in my mind is the birth place for what we think of us campaign guides and cities.
First published in 1976 the City State set a mighty high bar when it came to a campaign or city accessories. Including 4 maps, hundreds of npc's , and a complete, although spartan, text description of a pre-built city to adventure in. Remember at this time, all you had were the digest sized LBB's and this was a complete 8 1/2" x 11" package flooding out with goodness that had to make any gamer weep with joy. Yet herein lies the seeds of extravagance and bloat. Where JG packed a lot into the "do it yourself" City State...it also laid a foundation, expectation, and guide that would influence what was to come.