The Elder Scrolls series, obviously... I spent my whole childhood in Morrowind and Oblivion. I can describe for hours my character who lived in a basement near Balmora's thieves guild. Or the one from Oblivion, who lived in that city at the sea, in a formerly-haunted house, drinking fine wine and enjoying sunrises, painting some of them along the way... Mods, of course. The mods that allow you to create your own paintings, decorate your own home, et cetera, et cetera are a must.
Shamefully, I probably remember time I spent in Morrowind and Oblivion better than my actual childhood. And those games probably the reason I'm a loser in the middle of my life. But, boy, were they gorgeous...
And yeah, surely I detest Skyrim. I fought tooth and nail for Morrowing and Empire, and then Skyrim just tells me: well, Morrowind's no more and Empire's fucked. No, Bethesda, you are fucked. And fuck you, while I am at it.
Frankly, I never quite felt the same way in any other game for a long while. Sure, there are nice game where you can spend time doing stuff, but they never really amount to the "liveable world" type of thing. I did stumble on such a game most unexpectedly several years ago though. And the name of the game was - believe me or not...
Watch Dogs. Yes, the very first one that was bashed almost universally at the time of the release. I finally got to play it, and let me tell you, it was way better than I expected.
Once again though, a mod must be used. TES series have thousands of mods, which you gotta browse through and choose ones that suit your experience. It is easier with Watch Dogs: that game has only one mod, but it is an absolute must-have: Living City by TheSilver.
Anyway, I spent the first week of playing this game without even touching the main quest. That's really something for a game that isn't The Elder Scrolls, I'm telling you. I... just cannot name another example. Watch Dogs turned out to be a special cookie.
So, I simply walked around Chicago during nights, visiting vistas and clearing parking lots. See, there's a mechanic in that game that allows you to search the glovebox when you enter the car. I specifically avoided the perk that allowed you to open a car without breaking a window, so Aiden searched for the most unlit and remote parking lots and then proceeded to literally break into and loot every car there was. Come morning, I visited pawn shops to cash in the night's work, and then spent the following night playing poker with lowlifes, getting drunk in various bars and trying out all kinds of digital drugs. The only thing I wish for is that there were more bars to drink in.
I spent one whole real-life night trying to get my 200 bucks back from a bunch of gentlemen of color who were playing poker in some garage. I don't know their names, but I named them The Gangbanger, The Philosopher and The Worker. That was so memorable, I still hold their mugshots on my HDD for whatever reason:



I also spent about a week playing chess with everyone who offered... So yeah, while Watch Dogs do not amount to the sheer amount of activities you can perform in The Elder Scrolls - especially with mods - it was still quite stunning and unexpected.
If I'll think of any other game, I'll give a separate reply, but I really can hardly imagine forgetting about any game that gives you that kind of a feeling.
Couple words regarding Yakuza though... I've thought about starting one these days around... and I quickly decided against it since I found out they started remaking the first games. Boy, do I hate when that happens... They also did a lot of changes to that Majima character, and now I'm locked in eternal conflict of whether I want the original Majima, or the new funny one. I might've rolled with the remakes, but there are only remakes of the first and second game so far, so I do not see the point, unless they remakes of the third and fourth games as well. But starting the original ones when there are, supposedly, much more superior remakes... ugh. I hate when it happens.
Damn japanese and their damn remakes. That's why I can't start playing Persona too: they just can't stop remaking it. How much remakes of P3 is out there? Five?
And I sure as hell do not want to play the same game twice. I have too much games I want to try in this life to add remakes in that list.