Cowboy Bebop and Full Metal Alchemist, but I'm old so take that with a grain of salt.

Made in Abyss and Violet Evergarden

Trigun (the original) has a good one, which is not just an exoplanet western setup.

Small world but I really liked the pace of world expanding in Yuru Yuri.

The Melancholy of Haruhi Suzumiya, while it's not a usual world building, I really love its take, because the world building is pretty much psychological here.

I think Basilisk has one of the best world buildings out there. It may not be long but a lot of things happening here fast.

actually think One Piece worldbuilding is hilariously bad, so wild to see it used as a good example.

I think most of the anime I've watched that I'd consider to have decent worldbuilding usually cheat by basing it either directly or indirectly on the modern world. Something like Solo Leveling, which I think actually does a great job exploring how human society would react to videogame dungeons suddenly appearing, still gets the benefit of world cultures and how they act already being in place. Similarly, I think a lot of cyberpunk anime cheats in the same way; it's more like a modern society getting extra bits and bobs added to it than an originally built world.

Honestly, thinking about this has made me realize no anime I've watched is stacking up against the serious juggernauts like Tolkien or Pratchett. Pre-Shippuden Naruto is pretty close, but I think the world becomes increasingly nonsensical as the series goes on. Dr Stone would be towards the top if everything in its world didn't revolve around Senku, though it also cheats a little bit by having those connections to the modern world.

I think my answer, as boring as it is, will actually be Fullmetal Alchemist: Brotherhood. I think the country of Amestris and its history are really well realized, other countries in the world are fleshed out pretty well, and while they are clearly based on real world archetypes, there's enough magical additions to make them a little distinct. The alchemical rules are simple, but understandable, and they don't get broken by nonsense powerscaling. You can put a lot of the story together ahead of the big reveal by understanding the world and it's logic, which I consider the mark of really great worldbuilding.

Dungeon Meshi has ludicrous detail. Even more with the bonus chapters of the manga.

Frieren does a fantastic job of implying a world so much bigger than the characters we focus on. It feels like a very unique style of worldbuilding for how the littlest things are meant to convey a lot.

I've seen very very few anime with interesting worldbuilding if I'm being honest. Most of my favorites are either set in present-day Japan (Kaguya-sama: Love is War, LOOK BACK) or their focus is simply elsewhere (Gurren Lagann, Redline).

I almost presented Mobile Suit Gundam as an exception, but then I remembered just how many spin-off stories there are about secret Gundam projects the Federation was supposed to have been working on during the One-Year War, and how poorly they all mesh together.

That said, exceptions do exist. I'll second what djsoren19 said about Fullmetal Alchemist: Brotherhood. Amestris really is a cool, well-defined setting where small details such as its generic, vaguely-circular shape really matter.

Delicious in Dungeon also has shockingly good worldbuilding considering it's an anime in which you spend almost all your time looking at the same hole in the ground. Same goes for Made in Abyss.

I think my favorite worldbuilding in anime has to go to Eureka Seven though. Throughout the show it raises all sorts of question about both the world you're looking at and the pasts of the characters you're invested in, most or all of which it eventually answers in interesting and plot-relevant ways. Also, mechs flying through the air on surfboards is a cool aesthetic. Can't get enough of it.

I might be the odd one out here, but I really liked the first two seasons of Log Horizon.

The gradual awakening and transition from "this is a game" to "this is our real world now" is something I would have loved to see more of.

Mushoku Tensei, Ascendance of a Bookworm, Made in Abyss, The Irregular at Magic High School.

If you go old school, Galaxy Express 999 has a universe of extreme inequality where immortal robotized wealthy humans hunt poor people for hunting trophies because they're so removed from their human origins. The intergalactic train system that the protagonist rides on is an unimaginable luxury, and many plots arise from people trying to steal his train pass in order to escape their own doom or hopelessness. Each planet that they visit is a study in pathos in one form of another, stemming from some human condition or desire.

Are there any other shows that can compete with those two's worldbuilding?

I didn't watch HxH and One Piece so I can't really compare against them, but my favourite worldbuilding is from Cells at Work!.

The bodily functions are presented in a way that dumb things down sufficiently to the viewers while still largely retaining scientific/medical accuracy.

Honourable mention goes to the Umamusume franchise. The level of details that goes into building a world that is almost exactly like ours - except with horsegirls instead of horses - is more than I'd expect.

Gotta second Ascendance of a Bookworm (though really the novels are much better). I also rather like Danmachi's worldbuilding, but a lot of that is in Sword Oratoria which mostly hasn't been animated.

I'm personally a fan of the world that was built for Tokyo Ghoul. To be fair- I think the manga does much more justice to how paranoid and on-edge most people seem to be on a day-to-day basis.