Great post.
A few to list here for me.
Mass Effect Trilogy: never have I been involved with a multi game wonderful story and lore. I would just sit there for hours sometimes and read the codex entries.
Skyrim: it was the music and atmosphere that dragged me into the world.
Couple others like Last of us and Bioshock 1/infinite. Hopefully Witcher 3 Will do the same since I'm currently playing that