Personally I’m really obsessed with the lore in Fire Emblem: Three Houses
LotR - it’s really fucking hard to top especially when Tolkien was pioneering the field.
Dark Souls
I’ve never played any of the games, but the wikis have so much reading material I can stay engaged for hours.
It’s a universe populated by unfathomably evil undead beings. They farm humans for their flesh and their souls, and there is no chance humanity will ever free themselves.
It’s an incredibly dark setting, but it’s hauntingly beautiful. What kind of society would these creatures develop? Architecture, art, religion. Their civilization is an anathema to us but that’s why it’s so alien and captivating
Dune is incredibly unique. Scifi without computers and genetic magic. All politics. The books are outstanding.
Caves of Qud was my first contact with post post-apocalypse. Can’t even begin to convey how strange and magical everything feels in that universe.
Most recently, Frieren: Beyond Journey’s End, had great world building and character development.
I really loved Magnamund, the world setting for Joe Denver’s Lone Wolf adventure books and their later novelizations.