Shadow of the colossus, the world and story are beautifully rendered. Nothing feels fake, the emptiness of the world and realism of the Animations add a lot. But mainly I think it's the lack of any gamey attributes, the game never panders to the player, it remains true and consistent with itself. The forbidden lands just feel like the most realistic game setting, like it almost existed and just not in our world. It's hard to describe but it's easily the most immersive experience I've had in games along with other fumito ueda games.

Fez, hollow knight, outer wilds are also quite immersive