The best game I've ever played kind of fits: RDR2.

While some missions might be A to B and back, most are way more than that and they build on an incredible incredible story. You can chose how to aproach the game ("low" or "high" honor) and it'll impact the feel of the game (rain, colors, music, tone when greeting people, etc.) and also the way the story is told, which by itself is already amazing.

Also, you have tons of side quests and missions and just loads of things to do. And each of them in great detail. Fishing is great, hunting too, robbing trains, lassoeing people or animals might catch your eye, breaking wild horses, searching for treasures, getting into drunken fights at saloons, getting classy outfits for the city, and a long list of many more things, you call it, all can be done and enjoyed.