S.T.A.L.K.E.R. SoC and CoP does a great job at presentation and atmosphere for its world.
Fallout is hit and miss for me as something are really cool/eerie, while other things might just be dull and washed out.
Dark Souls really hits that medieval/renaissance fantasy note really well, that resonates very well with my love for games like D&D.
Bloodborne did better than Dark Souls, as this time it was Victorian, Lovecraftian horror. All the environments were great except for one part of the DLC leading up to Ludwig.