Dragon Age is the only (VG) fantasy universe I take seriously. BW's skill in inverting fantasy clichés is absolutely spectacular. However, I detest Dragon Age II to the core.
Was going to mention this as well. Dragon Age lore is probably at the top of my list, but Dragon Age II didn't cause me to instantly hate the series and story like
half three-thirds of the internet and ban its existence from my mind.. I still enjoy reading Codex entries and the like from time to time in both games.
I would say Fallout Lore is also pretty interesting, especially pre-war. Deus Ex and Mass Effect have pretty decent lore surrounding them too. Can't think of many others that I feel like mentioning.