The first thing I think of at the mention of world-building is immersive-sims: games like Bioshock, Dishonored, and Prey. Compared to a computer RPG, I don't know if the lore in those games is as dense, but each game establishes a good sense of place. Supergiant Games' games do a great job of presenting an otherworldly place. Pyre, in particular, gives the impression of having rich mythology and centuries worth of lore. Oh, and the world of Hyper Light Drifter was one of my favorites to explore, even though the game doesn't have any text.