I can see how video games can draw you in. It seems that game worlds are becoming wider and more complete.
I think Nintendo is making great strides with their franchises. To make "Zelda: Oracle of Ages", they had to write a history that the player could move around and affect, while to make "Zelda: Oracle of Seasons", they had to build an ecosystem that went through cycles that were also important to the player. These created some rather novel puzzles, but more than that, they added richness to the world, and made it fun just to explore.
Of course, this is tame when compared to Pokemon. How many different creatures have been integrated into the Pokemon universe? Now THAT's an ecosystem. I'm actually a little worried that children around the world are learning so much about Pokemon, it might be displacing a natural curiosity about real wildlife.
And, of course, there's Animal Crossing. I haven't played it, but when other people describe it, the word "engrossing" comes up a lot. I've heard of people who usually sleep until noon, but who set their alarm for 4:00 in the morning because that's the best time to go fishing in that game. That alone speaks volumes.
On our side of the pond, we have the Grand Theft Auto games. Gigantic cities with distinct neighborhoods, businesses, lots of side missions, extras walking around babbling nonsense, and radio stations.
What's your favorite example of a particularly deep virtual world?