Well, it seems a little weird to say that Harry Potter is set in "our world" since it has it's own rules and unique places - but Harry Potter's world does have places with names like London and New York. Second world fantasies won't have any familiar place names and instead have places like Gondor, Melniboné, or New Crobuzon. Basically, if it comes with a map in the inside cover, it's second world fantasy.

Hmm... King's Cross Station = Primary world, but Platform 9 3/4 = Secondary.
Vauxhall Bridge Road = Primary, but Diagon Alley = Secondary.
Privet Drv = Primary (Though fictional) but Hogsmede = Secondary.
I suppose Harry Potter is a 1 1/2 world fantasy.
Perhaps it's just that these boxes are way to small for everything we're trying to stuff in them.
I think genre classifications are no damned use as a filing system for stories. All they're really any use for is describing a story so people have some idea what it will be like before they read it, and can decide if they're likely to like it. There can't be many, if any stories which fit neatly into just one genre.