I would say the original Deus Ex was a good one. I think that was the first game you could like open a trash can, pick up the trash, and find a half filled beer bottle, drink it, and get drunk. The first time I did that I couldn't believe they put so much effort into it. The newer versions are much better in terms of the graphics and controls and the action, but they are missing some of the world building and immersion.
System Crash was really great. It's a 2D card game, which wouldn't seem immersive, but the writing is excellent and the story is very good. Also the gameplay gets so exciting, I have 51 hours clocked on it, it's very long for a card game (there was DLC and I played it twice, you could probably beat the main campaign in 20 hours).
Dying Light was one of my favorite games of all time. It's a first person parkour action survival horror game. Basically you run around this very large city and have to fight zombies, and there could be like 100 zombies on screen at once. The weapons are basic, mostly melee weapons you can find or craft. Like you can get a baseball bat, and then combine it with barbed wire to make a better weapon. And the weapons break or wear out, so you have to find new ones. There are people you can talk to, and do side missions, you have to find supplies and there are RPG elements to leveling up your character. Good graphics too, really an amazing game.
The Forest is pretty crazy. It is a survival game. Your plane crashes on an island, and you have nothing. There are monsters on the island, and you have to find weapons and craft supplies, and build forts to protect against the enemies. You have to eat food, so you can hunt animals and cook the meat. You have to drink water, and you can't drink sea water unless you boil it. You get cold and need to make a fire. It's super realistic. Still need to finish this one, it's pretty hard.
I also really liked the Metro series. I think the second one is the best, but they are all good. It is first person survival horror shooter. It's hard and you are in the Moscow tunnels and need to fight monsters. But you have very little bullets and need to conserve. There is also no money, bullets are currency. So you have to make a choice between buying a better weapon and losing all your bullets. You can even go to the central area and pay for a lap dance in bullets. There are also human enemies like a Neo-Nazi faction and you have to infiltrate their base and shoot them too. You can also go stealth and fight with a knife (this works on human enemies, you can't stealth the monsters). It's really good.