I really think the bar for immersive world-building got set by N.K. Jemisin’s 'The Broken Earth' trilogy. It’s not just the geography; it’s the way she weaves geology, social oppression, and a magic system into one breathing, hostile entity. The Fifth Season feels alive and punishing in a way few other settings do. Reading it, you understand the world through the characters’ bodies and trauma, not just through exposition. That’s immersion you can’t shake off.
For a totally different flavor, 'The Long Way to a Small, Angry Planet' by Becky Chambers does it with warmth instead of grit. The universe feels lived-in because of the mundane details: the ship’s routines, the interspecies etiquette, the cultural misunderstandings over a cup of tea. It’ s less about epic landscapes and more about making a spaceship corridor feel like home. Both approaches nail the feeling of being somewhere else, just from opposite ends of the spectrum.