STALKER Shadow of Chernobyl.
It didn't click at first, I was used to (less janky) games that treated you nicely. Came back years later, installed a bunch of mods to improve graphics and immersion.. And wow, I remember that first play through so well.
I haven't played many games that do immersion quite so well. Morrowind actually, is the closest.
It's because of the 'expedition' aspect. You don't just leave town and fumble your way through the world- you can't.. You need to prepare, know where you are going, have ammo and food and health supplies. And working guns.
Every expedition is an adventure. Death is seconds away at every moment, and it's your skill and knowledge that keeps you alive, not game mechanics or leveled enemies. It feels real.
I remember one time, I had a nice mp5 and I was going through Lab X16. A snork jumped out at me and in fright I emptied the whole mag. It was dead in 3 bullets, most of the mag went in to the ceiling. Ammo conservation is a real thing, and it's not about being accurate or efficient. It's about keeping your wits and trying not to panic-fire.
I've never had that experience in any other game ever.