Let’s start in the distant past with a tribe of early agrarian humans known today as the “Bordermen.” Much like the Celts of our own world, the Bordermen have a close affinity with Nature, and their worship is based on appeasing the Sun to continue its annual cycle, the seasons, and the good things that come with them like crops and warm weather. The priesthood is druid-like and works to promote planting, growth, and harvest. But there’s also the Winter Cult, which does the “dirty work” required to get through the hard times between the harvest and spring thaw – taking the dead (and sometimes the living), which are sacrificed to the Sun. Someone has to do it.
The Winter Cult has mythic status–they’re not to be named and those who join become unpersons, part of the spirit world (even though they are men – it’s just priests doing PR). The Cult performs the sacrificial rituals needed to keep the seasons going and make sure winter doesn’t last forever. The sacrificed are buried in lavish tombs according to their station in life, replete with valuables, servants, and other luxuries (i.e., treasure).
At some point, the Bordermen were set upon by tribes of humanoids. The Winter Cult responded by ordering more sacrifices in an effort to get their Sun god to intervene. But they forgot that sacrifice was really meant only to perpetuate the seasons, not defeat enemies. Eventually, they went too far (perhaps summoning something bad, like an elemental, or maybe they began to create uncontrolled undead). Regardless, the Bordermen culture ultimately disappeared from the region.
Naturally, remnants of their civilisation are scattered all over the BORDERLANDS:
Burial cairns in the wilderness (multi-room dungeons?)
All sorts of treasure–ingots, gems, items of precious metal, a few magic items
Humanoids, who thrived after the Bordermen left and now fight amongst themselves
Scattered bands of neanderthals, degenerate ancestors of the Bordermen (and they definitely keep white apes as pets)
A mad hermit–a former member of the Winter Cult, cursed with immortality
A Shrine of Chaos, consecrated by the Winter Cult