The TES series in general for its massive, expansive lore.

But Morrowind in particular has absolutely incredible world-building with incredible creativity and originality. There is a reason why so many people keep going back to the n'wah simulator and it's because the world is so rich and fleshed out. So much of the following games was built off Morrowind's stunning work.

Disco Elysium, such interesting and complex world building beneath the drunken detective murder mystery. Shame ZA/UM ruined everything with the devs and we probably won't get anything else out of it.

Mass Effect completely blew me away when it came out. Loved the overall lore about the Reaper threat and how the different species were connected to each other.

Horizon: Zero Dawn was also great in that regard, and the world felt really well put together, even though the lore wasn't quite as deep.

Fallout

Half-Life 2

Gothic one and two are really good. In the first game you are dropped into a prison colony and very soon a guard will try to extract protection money from you. In any other game the guard would just kill you, instead you will meet another guy asking you for help. He then lures you to a secluded space, reveals that he was sent by the corrupt guard, and beats you unconscious to steal your money.

Another game I will never stop recommending, because of its worldbuilding, is the excellent Enderal: Forgotten Stories. I really like how it depicts the theocratic society of the continent the story plays out in. The story about what initially seems like a standard fantasy thieves guild but is actually a cult that shuns emotion and try to transcend the physical body, is also really good and ties in with the overarching plot of the game.

Hollow Knight.

Absolutely can’t get enough of the world and all the interesting characters and hidden lore.

Pillars of Eternity. I really appreciate that they must have had some Anthropology majors on the team, especially for II, because the worlds feel much more exotic than other RPGs. It shows up just how generic Medieval Fantasy most RPGs are.
The tropical Roparu (?) society with its caste system is particularly interesting. The interaction of the various factions is believable. And of course the pantheon is well though out.
The downside is that they can be clumsy about exposition of the world - especially in the first one, you get these enormous lore-dumps.

Cyberpunk has a city that actually feels like a real city to me.

Deus Ex, anyone?

Subnautica and Raft

Rimworld

Dragon age

STALKER. The Zone is amazing. Currently replaying Call of Pripyat for my third or fourth time through, a year after playing the shit out of Heart of Chernobyl, and I’m absolutely loving it.

Outer Wilds, especially with the DLC.

Mass Effect.

Apart from Mass Effect, Pillars of Eternity, and Deus Ex as others have already mentioned, I'd like to also add:

Grim Dawn.

The conflicts in its Universe feels reasonable, all the factions have their history and reasons of existence, there are beneficial and selfish, but no clear black and white, and everything interacts. The Lore is very good for an ARPG that focuses on combat, loots and built.

Shadowrun - it had a tremendous effect on my actual worldview (as did other cyberpunk works). The near-future cyberpunk setting offers plenty of opportunity for satire, being rooted in this world makes some geography and history relatable and mixing it with fantasy elements does not only make it more colorful and varied, but also prevents unrealistic stuff from breaking my immersion, because it does not pretend to be realistic.

Vampire: The Masquerade - Bloodlines - probably the most cliche answer possible, but Troika really did build a game that took you to the world of vampires in LA in the early 2000s.

Arcanum - a fantasy world undergoing industrialization with technology being in direct conflict with magic.

UnderRail - A society stuck underground connected by tunnels between towns/cities and nodes. The writing (quests/characters) is not that great, but the world-building is top notch.

The Portal games, but mostly Portal 2.

Fromsoft and Larian are great at this.

BioWare 20 years ago was guaranteed. We might never get another BioWare game I would purchase.

Dave the Diver

World of Warcraft; Azeroth (the planet) lore is quite detailed and fleshed out - building upon the foundations of the original RTS trilogy.

It’s a bit of a shame a lot of it gets swept under the rug every major expansion and patch cycle, so it’s hard for new(er) players to catch up.

Not sure if it's my absolute favorite, but Pathologic has fascinated me for years.

There are so many strange and unique aspects to the world (especially the Polyhedron, an impossible tower floating above the town) that already make for excellent world building, but when they come together it creates a feeling I haven't felt from any other world.

You know how Lovecraftian horror has a very distinct feeling? The world of Pathologic makes me feel something vaguely similar, but completely unique - no horror or aliens, but the feeling of powers existing far beyond our understanding combined with people who somehow do understand small parts, and the consequences of their choices affecting everyone... it's really hard to put into words, but it feels like it created its own genre.

NetHack

Suzerain.

I mean, its kind of a given since the game is effectively a politics simulator choose your own adventure romp. But seriously, I don't think I've seen many other games be this detailed. There's wikipedia page level text for countries, individuals in your and other governments, cities, factions, and others that, while overwhelming, also shows just how many factors and information you have to understand as a president of a nation — it adds to the pressure and sense of responsibility that you have to make heads or tails on all of this.

No matter how good intentioned you are as a president, you're still just a person. You're bound to not know everything. You're bound to be overwhelmed. And your lack of knowledge, intentional or not, leads to bad stuff... Recession, losing your popularity, waning influence in your party, broken family life, assassination, all out war with a neighboring country... Worst of all, you are to blame since they're all consequences of your actions.

Better get to reading those entries.

If we're including fan games for preexisting games, I so far absolutely love Pokemon Empire, the Reborn style difficult fan game set in a region that basically just finished a full-on civil war and you and a friend are finally able to return to the region. Not really spoilers since you are basically told that in the first part of the game.

I am not gonna give away spoilers if possible, but the region feels like it's divided after the war, which gives it a more real feeling than any official game or basically any fan game. Various NPCs question whether things were better before the war, some want the old monarchy back in power, some are more in favor of the new government, etcetera. It feels less like a typical run through the gyms, defeat evil team, beat elite 4 and champion style game so far with what I have played and how far they are in development.

I like how the writers didn't just decide to make everyone into a hivemind of "villain team bad!" ( or more than likely just ignore them, like in majority of the official games ) and have people who support them and people who start to question whether or not the villains are in the wrong or not.

I also like how in the tilesets they used, some parts of the region look like they are wartorn to a degree and are a region that is starting the rebuilding process.

I wanna say more things, but then I'd be spoiling stuff and I really don't wanna spoil things for this game.

Trails in the Sky

I got sick about dystopian chaotic worlds that don’t work - where the hero’s journey is about saving the world from some impending ruin, or about preventing a starving dystopian city from being blown up.

In Trails, the conversations you have with NPCs remind you that while you’re on the trail of some bandits or suspicious people, other people are not evacuating, sheltering in fear, etc; they’re living their lives, keeping up to date on modern trends, making travel plans to other countries.

So, so many worlds just don’t have space for characters to have those thoughts. It’s always fear around impending disasters, or how to respond to a fight, or grim poetry about how much the world has fallen into darkness.

It especially hurts that some people live so much of their lives in these fictional worlds that they start to believe people would be like that when they go outside. Worlds like the one in Trails, even if they spend a lot of time being boringly polite, are a nice call back to reality.

Hyper Light Drifter.

Not a word in the entire game. Still a masterpiece of storytelling.

I always wanted to read a book on the first Bioshock game. I couldn’t really get into the gameplay so I never got far into it or the sequels, but I love the premise idea a lot.

Underrated because the game itself was often kind of lacking in terms of solid foundational RPG systems...

Arcanum: Of Steamworks and Magick Obscura

Pretty good attempt at putting a Middle Earth type world ahead a few hundred years in the midst of an Industrial Revolution.

Really thoughtful stuff like the labor exploitation of certain races like orcs, with quests like a half-orc you can help start a labor union or help the shop boss shut down the nascent union.

Horizon Zero Dawn is to this day the only game I have ever taken the time to listen to/read all the optional little lore drops in the world as I encountered it. Really well done IMO, even if the game is not overall that good, best world building I've experienced

Definitely Kenshi. Rather old title where the world feels somewhat desolated, but so well thought out at the same time. Every place has a story behind it

Alan Wake. And on a grander scope almost all of Remedy's stuff. They put everything together where it feels like there's more out there. There's no seam in the metaphorical stitching. It feels like even when you reach the end of something there is more.

From less of a deep standpoint? The 3DS fire emblem games. They do some really cool stuff that connects them together.

Clair Obscur: Expedition 33 has one of the most interesting world in stories inside and outside of gaming. I hope we will see many more stories set in that world.

The hook alone is great.

::: spoiler Spoiler for the prolog and trailers. Around the end of the 19th century the whole world broke apart and a part of Paris (called Lumiere in the game) was thrown into the sea.

And this giant "Paintress" started painting the number 100 on an enormous monolith and each year she counts down. And everyone who is that old or older evaporates into ash and flower petals. :::

So the people started sending out expeditions to find out wtf is going on.

::: spoiler Spoiler for the rest of the game. The world is actually a magical painting the Paintress' son made when he was a child. For him, his sister and their parents to play in. But when he was an adult their other sister was tricked by "the Writers" into setting a fire which killed him.

In her grief the mother fled into the painting because it was the last bit she had of him. Fearing she would stay in there until she died of starvation the father went in as well to get her out. As she wouldn't relent he started erasing the painting and she tried to prevent that. Every year painting the age of the people she wouldn't be able to save from him onto the monolith.

So we actually have this world of magical Painters and Writers who are at war with each other and it is hinted that there are Musicians as well. And who knows what other artists with magical powers exist in this world. I'm imagining Programmers joining the fray in the future. The possibilities both inside any art pieces and outside in the "real" world are endless. :::

Rainworld

::: spoiler spoiler All living things are trapped in "The Cycle", and no one likes it, they all want to die and be free of the burden of living. They called this "The Big Problem".

To try and find a solution to "The Big Problem", people* built 3 AI that would constantly be running to try and compute a solution to The Big Problem. This requires a ton of energy, and an ocean's worth of water to keep them cool. The AIs are generating so much heat that it evaporates oceans worth of water, resulting in periodic violent rainstorms (thus the name of the game). People moved to structures built above the clouds to be safe from the rain.

One day, one of the AI finally solved The Big Problem, notified the other AIs that it was solved....and promptly died before sharing it. The remaining two AI (named "Looks to the Moon" and "Five Pebbles") continue to iterate on solving the problem, but both have all but given up hope.

You play as a Slugcat, a species specially evolved by the AI to squeeze through pipes and keep their systems clean.

*I said "people", but I don't think it's ever established what planet you're on or what race of creatures built the AI.

There is a ton of detail I'm skipping... :::

...but when you start the game, you are merely trying to survive and explore a living ecology full of hostile creatures. The game doesn't care if you understand any of the lore, it doesn't care if you "finish" the game, it's just there to be experienced.

Ace Combat. Seems rather dull on the face of it but goddamn are the geopolitics compelling.

Final Fantasy XII is pretty high up there for me.

Bestiary entries are vast, almost a book in game format, and most add to lot of worldbuilding even if not needed for the main plot itself.

Also bosses, sidequests, enviromental cues seldom aren't at least hinted by a few NPCs often dozens of hours before they're relevant.

Overall details are often explained when you look in the right corners of the game. Even some weird weather cycles seem to have some logic applied. And in a single case, it felt inspired by a real-world element, one even Mad Max 4 used a cut in the beginning.

And I wonder if the sky-gazing kid in one of the airships that says she saw something in the sky was referring to Deathgaze or the continent from Revenant Wings....

Stalker trilogy, stalker 2

I want to answer Xenogears because of all of its story and storytelling, but the worldbuilding itself is kinda standard, if not for the scope of it. You do end up learning about pretty much everything there is to learn - the world and its history, the characters and what moves them, the politics, the conflicts, the geography, the physics, the religions, the supernatural, the origins of mankind - not to mention a full class on philosophy. And then whatever question you still have left, there's a book about it in addition to the game.

And you start with a classic amnesiac character in a small village.

Little Nightmares 1 & 2. Cosmic horror very well executed. No real lore is ever given to you besides what you are shown through your travels and what little environmental storytelling exists.

Everything is vaguely familiar but off. Distorted, but in a way that you’re never quite sure whether everything in the world is supposed to be like that, or if something happened to make it that way. In fact, it’s not even officially cosmic horror. There is no Cthulhu-esque big bad revealed to be behind it all. The visuals of the games could even just be interpreted as on -the-nose allegory and metaphor, with a fairytale like quality, if not for the subtle hints at a prior normality in the background.

Another game with interesting worldbuilding is White or Black (by ZeroCreation).

In that one, humanity nearly destroyed itself after an incredibly devastating WW3. Therefore, to avoid the constant Cycling of Empires, a band of philosophers and religious people tried to make one final civilization that lasts forever, which completed its rise to world domination in the late 21st century. Some interesting tidbits about this final civilization:

• The final civilization restricts learning and innovation to things it deems safe to consume. It considers certain works to have a destabilizing effect on people, so it only allows trusted individuals to use them to achieve the civilization's goals.
• The human species in the far future now engages with symbiosis with another species. As far as I can tell, these future humans mainly photosynthesize.
• Emotion is considered to be an outright SCP. The final civilization allows some of it, but too much can make areas uninhabitable.

hypnospace outlaw !! it's more subtle things, of course, since it's just a sort of parallel reality to our own 1999, but i think that's what makes it feel SO real. i'm a really big fan of the news page and advice pages you can find in the game because they show you the mundanities of the everyday lives of these people

Signalis

The Pegasus Expedition

The worldbuilding is mostly based around the Pegasus Galaxy and how humanity wants to exploit it. The premise is this: Humanity is getting torn apart by an aggressive alien race called the Colossals, so they sent three fleets to the Pegasus Galaxy to get some resources and reinforcements. These fleets consist of the Middle East, the US, and the EU (the EU is playable); the Chinese fleets are instead holding the line by Earth.

When humanity enters the Pegasus Galaxy, they get a very frosty reception. They appear in an organization's territory who immediate try to push the humans back to their portal. The organization is instead wiped out by the humans, and the organization's bosses - resembling the Roman Empire - tells humanity to back off or the Empire will kick them out.

There's some politics stuff that happens in the Middle Eastern and US fleets later on, as well as a Flood/Thing-esque crisis that shows up. In the end, the EU gathers up all of its new friends in the Pegasus Galaxy to push through Flood/Thing turf and rescue the humans on Earth.

The gameplay is a bit dodgy but I think the worldbuilding and story are rock solid.

I don't know about favorite, but I did get lost once on the Dragon Age Wiki. Just reading and reading. There was way more lore than I realized. And I think this was before the third one even came out.

Cataclysm Dark Days Ahead! I kinda love how both wacky and coherent the world is

Anything Warhammer 40k. The universe and the lore are amazing because they absorbed a lot of SciFi elements from literature. The games have often been underwhelming but when they're good they're really good.

Elden Ring.

Or any of Mitazaki's games for that matter.

They write so much shit down in making the games, but the player barely gets to scratch the surface with what they actually present in-game. This is actually really awesome because it lets you piece it all together without straight up telling you every detail.

Elden Ring has the deepest, most complex worldbuilding of any game ever made, and it's not even close. For anyone interested in worldbuilding I strongly urge you to watch some Elden Ring lore videos from The Tarnished Archaeologist to learn about the techniques that the Elden Ring devs use to put incredibly deep and subtle worldbuilding into their games. It's changed the way I think about worldbuilding in any context.

https://www.youtube.com/@tarnishedarchaeologist