Game Setting.

When I think back to games I really enjoyed there are many. But few seem to stand out like KotOR, Deus Ex, and Mass Effect. I was recently in deep though about space (I am weird) when I started to think about Mass Effect. Then it hit me. The reason these games stuck out in my mind is their settings. They create a world that is some what believable. I haven't played any games as immersible as these in a long while. I want to know if you know any games like that. :)

The Ivalice series of Final Fantasy is the first to come to mind. Suikoden is also like that though it requires playing several games to get the full scope of the world and its history.