Hyper Light Drifter.

Not a word in the entire game. Still a masterpiece of storytelling.

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.

Underrated because the game itself was often kind of lacking in terms of solid foundational RPG systems...

Arcanum: Of Steamworks and Magick Obscura

Pretty good attempt at putting a Middle Earth type world ahead a few hundred years in the midst of an Industrial Revolution.

Really thoughtful stuff like the labor exploitation of certain races like orcs, with quests like a half-orc you can help start a labor union or help the shop boss shut down the nascent union.

Anachronox always stood out to me, really underrated game. I'm not sure about particulars since it's been so many years, but the combination of the graphics style, the script and the humor in it, the characters and the design of the world all fell together really well, along with the great sound design and music. It felt authentic.

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.

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

Signalis

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