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.

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

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

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.

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

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.

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.

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.

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

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.

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.

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.

The Portal games, but mostly Portal 2.

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.

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.

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.