I made certain to add an airship to the first real campaign that I ran as a dungeon master (Angus & Co.). In fact, that party is the focus of the fantasy screenplay I wrote. I conceived that screenplay as the prequel to a trilogy. The next movie's tagline would be "Now with Airships" and a flying galleon coasting overhead. Sadly, I haven't returned to that world yet (it has a series of floating islands that are the debris of a continent destroyed in a magical war), but perhaps I will in the future.
Skies of Arcadia is another amazing (but not well known) game which centered on airships, specifically pirates on airships, and a crew of young adventurers. Not only did I get to assemble a crew and pick the best parts for my airship, but I also was able to upgrade my pirate base with the treasures gained from my adventures. I tried to run a similar style campaign in D&D, but that game petered out, partially because I don't feel like I planned it through well enough. Still, they captured was pretty cool (more steampunk than fantasy in this case).
Disney's futuristic Treasure Plaent also did a good job with airships--if more futuristic than fantastical. I particularly liked how it encorporated skiffs and surf-sails into its flying ship repertoire. While I enjoy the movie, I would have preferred a more original plotline (although the futuristic update of Treasure Island was still a fun concept).
Although I don't handle flying well in reality, the idea really sends my imagination soaring. I'd still like to see a movie (perhaps that screenplay of mine, if I ever get it written) that captures that feeling. For now, I'll just travel on airships in my daydreams.