MGS3

Haven't experienced anything like it since, although I haven't really kept up with games at all.

I can think of two, for different reasons

1. Planetside, it was an MMOFPS made in 2003. It's hard to describe but having sieges where you actually had to take time to get to the battle, organise people to drive transports, etc; or on the other side end up stuck guarding a door from constant attack for half an hour, was really immersive. (Like everything sony makes, the sequel was terrible)

2. The original steel battalion, a mech sim for the original xbox with a massive dual joystick controller, that would delete your save game if you didn't hit the eject button before blowing up.

This is the controller:

spoiler

Oblivion.

Hard to beat Alyx, but there was a time when it felt like Elite Dangerous mining was my real job and irl work felt like the side hustle

That's a hard one with all the advances we had with VR and stuff. But at the same time it's easier as a child to get immersed into a game.

That said I think I had the best immersion on the Wii and I can't decide between The Godfather: Blackhand Edition and Star Wars: The Force Unleashed. But I think I have to go with the former.

Melee combat in The Godfather is really really well executed. You can grab enemies, throw them around, smash their heads against tables, shove them off of rooftops, garrotte them and of course punsh and shoot. And it all felt natural with the movement controls and not at all gimmicky.

The Force Unleashed was similar with a little less emphasis on the movement controls. I discovered how well they were done when I picked up the second game of the series where the whole immersion was gone and it felt just clumsy to play. Same with the first game on PC, which I tried the other day. It felt totally awkward and clunky to play with a normal gamepad.

Factorio. Really makes me feel like time doesn't exist

Back in the day: Rescue On Fractalus, Cholo and Mercenary were all pioneering 3D games that really took me away. Also Ultima V was a masterpiece of immersion.

Now: Beat Saber. One can measure the immersion with a heart rate monitor :D

Mostly anything I play in VR. I have a basic sim rig I use for Euro Truck 2 and American Truck Simulators, and some DiRT Rally 2 ever so often. Outside of upgrading to a rig with hydraulics and a buttkicker, it's pretty immersive. For non-vehicular VR, I'm running around in Skyrim with a hefty modlist (1100 mods), and just the baseline mods like HIGGS, PLANCK, and the Community Shaders set of mods adds a huge amount of immersion with the ability to directly interact in the world.

Flat screen gaming, otoh, I would say Project Zomboid. Despite its simple appearance, the amount of mods available really amp up "realism", in that you can add so much living to the world. The lifestyle mod alone adds a bunch of Sims-like layers to the gameplay.

EverQuest

Civ II

Dwarf Fortress, followed by Doki Doki Literature Club

Space station 13

For single player fantasy, Outward is my favorite game to get immersed in. It has a bit of a steep learning curve, but the survival mechanics and lack of a leveling system really aid in the feeling that you're getting better at playing the game as your gear gets better. The combat encourages patience and preparation rather than jumping into the fray and swinging wildly. And the magic system, good lord. There are several vague categories, but the best way to describe it would be 'ritualistic.' There are spells with fairly benign effects on their own that, when used in conjunction with other spells or effects, produce deviating or beneficial results. And the NG+ mechanics are fair and balanced while offering a boost to follow-on playthroughs.

The most significant barrier to entry is the learning curve, mostly learning about combat, patience, and the stability system. But it's my personal favorite.

The Mass Effect Trilogy. Just can't stop playing that game haha

Wing Commander

I still have every single game in the franchise, bought them new as they came out over the years.