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.

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.

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....

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

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.

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

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.

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