Gonna have to say Witcher 3. The world is massive with a ton to do, yet it is able to deliver a rich and deep storyline that the previous games delivered (which were only semi open world).
This to me is a huge achievement cause while an open world game can have a good story, the level of depth in the plot is hardly on par with well crafted semi open games or even more linear story based titles. Witcher 3 however manages to pull this off however, and does it very well. It has its flaws, but it is truly a masterpiece on a technical and emersive level.