LOTR
WH40k before they added necrons and tau, and removed squats.
Shadowrun/Cyberpunk
Warcraft, not WOW.
Fallout, i like more as i read the posts on this forum.
Mass Effect, if i remove the me3 ending. Would really love it as a PNP game, dragonage is a good PNP game just massive lack of background. Wish fantasy flight or green ronin would pick it up.
Stargate, would love to play it as a PNP game, but the system really really really svcks, and would translate very badly to a computer game, or it did, no idea what happened to it.

Fallout
Ancient Finnish mythology
Mass Effect

There was a stargate MMO in development for some time, but I think it got canned. Remember going to GDC in 2007 talking to a person who was on the MMO team.

Yeah an Australian company was contracted to make a single player game, the tv company said we dont like it even though it was basically finished, and canned it, then contracted another company to make it into an MMO, and it was in the works and had a tentative release date and i never heard of it again, but from what i read they strayed pretty far away from the lore of the stargate universe.

Arthurian
Roman Mytholgy
Deathlands
Fallout

RuneScape or TES.

I love learning the history on RuneScape and the "God Wars" interest me a lot. I also like the story of Zamorak and Zaros a lot.

But I am a huge fan of TES games and lore..

I have a hard time choosing.

My absolute favorite is Resident Evil. Close second is dark sun, ravenloft, planescape and

There's many that I love, but my two favourites are World of Darkness and Warhammer 40k.

The Elder Scrolls as my favorite setting for fantasy and magic.

The Warhammer 40kverse on the darker more cynical side of science fiction as a dystropia at a galaxy scale and on the lighter shade (relatively speaking) the Mass Effect universe that I would most want to live in aside from the space Cthulhu.

My favorite lore is probably the "standard" Tolkien lore.

Elder Scrolls is also very good of course.

I actually like Science Fiction, but I have a tough time picking a really good SciFi lore. I don't particularly care for Star Wars or Star Trek (not bad, just not very exciting or deep, I think). Mass Effect was nice, but I only played one of those games (Mass Effect 2).

Eclipse Phase
Dune
Vampire: The Masquerade
Mage: The Awakening
Planescape
Dark Sun
Forgotten Realms

Battletech is my favorite

I've just discovered Legend of the Five Rings. I cannot say if it is good or not, but its premise sounds promising.

Bioshock
TES
Fallout

I think that's about it really.

Elder Scrolls is probably the only 'typical' fantasy (with elves and the like) I really like, other than that I like The Circle of the World from the First Law and Westeros from ASOIAF, as they feel much more real and tangiable. Sci-fi wise, it's all about Mass Effect.

TES, Dragon Age, Fallout, Mass Effect, True Blood, Bioshock...

There are others but those are the ones that stick out.

One thing that really drew me into Fallout was how it expanded upon things. Instead of just saying "Boom, it's a post apocalyptic war wastland of the US" it revolves around events that made it that way. Really love the sci-fi 1950's feel to it that makes it surprisingly work well. Despite what some say I really liked FO3 for the story and each place being unique. Usually you'll have desert area, wood area, abandoned city, etc.... . Yet I found each area in FO3 to be populated as needed.

The EQ universe really drew me in with EQOA then EQ2 when I started delving into the lore. Coolest thing was 2 devs that actually interacted with the community in the lore forum area. They had some awesome stories to talk about and even contacted members of the community if they discovered bits of lore being on the right track. Totally freaked me out being contacted by Vhalen the lore dev of the time when I started discussing Evermore and I think Dragons.

In no order:
Fallout
Star Wars
Dragon Age
Mass Effect
Warhammer
Halo
Gears of War
Starcraft