For example in a O'Neil Cylinder or Nievens Ringworld the west and east side of the map would be connected. Similar north and south could be connected (same thing just 90° rotated). This should be relatively trivial to implement since all it needs is to use map coordinates modulo size.
Connecting both west-east and north-south would give a torus or donut world. While I can't think of a way to build something like that in our universe they still are fun to play on. Having the above would allow donuts simply by selecting to connect both directions at the same time.
A much more involved change would be to allow spherical worlds. Given that tiles are squares there can't be just one north pole tile. But if you go north enough you suddenly end up going south half a turn around the world, which means all the buildings would be 180° rotated. Trying to visualize this might seem very wrong until you consider that projected onto a sphere the tiles around the poles would be compressed smaller and smaller but one could ignore that. Tiles are tiles and always the same size, you aren't viewing the map as a sphere after all.
Now imagine the fun of having a train that goes around the world. There could be an achievement for that.
![Smile :)](./images/smilies/icon_e_smile.gif)
A second feature on top of this could be to have more realistic night/day. On a sphere half the world is in shadow. On Nievens Ringworld there where shutters around the sun giving a night/day cycle with multiple bands around the ring.