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In no order of preference

TES Series
Fallout 3 / New Vegas
Gothic Series
Witcher 3
Terraria
Mount & Blade - Warband

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toxicTom: Early in the game you are told "You are weak and know nothing! Go get some experience and knowledge".
Especially how to hit a Perma-Paralyze Scrib when standing right in front of it xD
Post edited August 18, 2015 by Ganni1987
Skyrim, oblivion , red dead redemption, saints row 3 and will be witcher 3 once i get to run it
State of Decay, American Long Haul, Euro Truck Simulator 2 and Test Drive Unlimited 2.
Probably Daggerfall.
Morrowind, i think.

The fallout series (both the 2D and 3D ones) might come close second.

Or the other way round, don't know.

I'd mention Stalker as a third, though.
I'll echo the ES series. While the beauty and technical aspects improved with each revision, many features were dumbed down or removed in the process. So with that, I'll list Morrowind as my favorite.

TRUE open world. Infinite space in every direction (including up and down). Tape down your run button, go on vacation for a month and come back to find your character still running off into the void (where modders have filled it with goodies if you pay attention).

I also like the more casual dialogue. The later games succumb to the lazy red herrings in text dialogues. "GO NOW OR WE WILL ALL DIE!!!!" (which is equal to "I'd appreciate it if you would check this out at your convenience").

It certainly has its flaws, but for for true open world and character options, its my favorite.
The Elder Scrolls: Morrowind
Fallout 3
Red Dead Redemption
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toxicTom: It all depends what you want from an open world game.

I would say Witcher 3 is currently the best kind of it's kind. A near perfect symbiosis of free-roaming and exploration on the one hand, and storytelling on the other. No place feels generic. Even the smallest side quest is a nicely told story, and some side quests are epic enough that other games would use them as the main quest... And the feeling of decisions having an impact on the world has probably But of course is also has its limits:

The things you can do are all tied to solving quests and killing things or people. And also there is no character creation - Geralt is Geralt.

If that bothers you Skyrim is probably a better choice as far as fantasy open goes. You can create your own character (that could also be a cat or a lizard) and there's tons of stuff to do besides quests and fights: Craft your own bow, go hunting, grow your own vegetables and then cook a fine meal in your self-built home with your better half and kids... Or go back to Ultima 7 where you can even knit your own pullover...

Aforementioned Morrowind is also one of my favourites, because the pace is totally different. Early in the game you are told "You are weak and know nothing! Go get some experience and knowledge". There is no urgency to the main quest. And to understand it you actually have to work: Read books, talk to the savage tribes. Otherwise, if you just follow "the next quest" you might end up finishing the game but not really understanding what the hell is going on. Also, Morrowind has one of the most interesting game worlds ever created IMO.

As for the GTA titles (3+): Those are rightly praised. What stops me from fully enjoying them are the mini-games - I just suck at them.

And then there are a ton of other games, like "open space" games, that could be mentioned. There I'm still looking for a game with the scale like the old Frontier - Elite 2 or Frontier - First Encounters. Some people really dig the X-Series for their huge universe and lots of options. I've played (and finished) only the first (fun, but repetitive) and had a glimpse on X2 (ran like shit, sadly). In Freelancer I kind of lost all interest after the story was finished and the "real open part" began, but on the way there I had a lot of fun.
The only GTA game that had mini-games was Chinatown Wars, though I may be wrong about that. As for the Elder Scrolls, I never really got into it that much, but Skyrim seems to be pretty cool.
What about "open-universe" games?

If so, ID War 2, Freelancer, and Space Rangers.
Morrowind, Oblivion, and Skyrim obviously.

Fable 2 and 3 and I was especially addicted to Fable 2 in college.

Borderlands 2 is also considered a favorite.

I haven't been able to play Wticher 3 since it won't work on my computer so I will have to wait until I get a new console or a new computer before judging.
I don't really like open-world games as they rarely deliver a quality experience. Since the developers were focused on designing the huge world, they had to stretch the story and eventful places rather thin. However, The Witcher 3 approaches what I would consider a successful open-world game, though I can't help but to wonder whether it would've been better had it retained the "closed-world" format.
Post edited August 19, 2015 by Charon121
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Charon121: I don't really like open-world games as they rarely deliver a quality experience. Since the developers were focused on designing the huge world, they had to stretch the story and eventful places rather thin. However, The Witcher 3 approaches what I would consider a successful open-world game, though I can't help but to wonder whether it would've been better had it retained the "closed-world" format.
I used to feel that way but this site helped me ease into it and come to realize that while you are totally correct about "rarely deliver quality experience" there are some real gems out there that would be sad to miss.
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tinyE: What about "open-universe" games?

If so, ID War 2, Freelancer, and Space Rangers.
Wing Commander: Privateer is also a really good one.
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hamster101: The only GTA game that had mini-games was Chinatown Wars, though I may be wrong about that.
I count "Mini Helicopter Flying" (Vice City) and Bowling (GTA 4) as mini-games. And there are quite a few others.
You can of course say, the helicopter is not, since it's mandatory, but I count everything as mini-game that is different from the usual running/shooting/driving. Like in Bioshock, hacking is also a mini-game although you have to do it in places.
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hamster101: The only GTA game that had mini-games was Chinatown Wars, though I may be wrong about that.
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toxicTom: I count "Mini Helicopter Flying" (Vice City) and Bowling (GTA 4) as mini-games. And there are quite a few others.
You can of course say, the helicopter is not, since it's mandatory, but I count everything as mini-game that is different from the usual running/shooting/driving. Like in Bioshock, hacking is also a mini-game although you have to do it in places.
Didn't GTA III have an optional "race the tiny remote-controlled cars on the street in traffic" minigame?

It's been a long time since I've played GTA III, so my memory may be foggy. But that would count as a minigame, no?