Actually, when I was a kid, every game absorbed me into their world because I had never seen anything like them before. Most families I knew didn't have a computer, so even pixellated bitmap images were something I had never seen in my life.
Some of the first games I played included, TMNT on the NES, and Super Mario Bros. 1 and 2, and each one created a vivid amazing world for me unlike anything I had ever seen before.
They blew my mind.
The last game to really do that for me was Half Life 2 and Episodes 1 and 2. Also Eternal Darkness, Killer 7, and yeah, even Mario Galaxy.