I forgot to mention FFXII's monster codex, which is probably the only codex I can stomach. Unlike FFXIII's or a BioWare codex, only colour is in the codex (unless I am misremembering). Myths and legends that are largely irrelevant to the main plot, but add some nice depth to the game world. This is opposite to a codex that has key story or back-story elements in it in place of those elements actually being cleverly integrated into player exploration and NPC interaction. I find it frustrating to be playing FFXIII, Mass Effect or DAO, clicking on a point of interest, and then being informed that my codex has been updated with like four paragraphs worth of stuff. Like, really? That was all printed on this one statue?

A good game (FFIX or Chrono Cross) would have the statue give you a name and a couple of lines about significance, and then an NPC nearby who will give you a bit more context - but all from his own perspective, of course, rather than a dry insta-encyclopedia entry.

Tl;dr: A decade and half-a-decade old Final Fantasy games both have better world-building than the highest-rated RPGs today.