My personal favorites are only really story driven but still:
5) Red Dead Redemption
I ****ing love horses, the wild west and John Marston, what is better that shooting up thieves landing then riding into Blackwater gambling? Nothing.
4) Max Payne (1,2& 3)
Okay, a little bit over dramatic but I really like the dark atmosphere of New York and the criminal underworld in this game, how it all adds together to create a chilling experience. I however found Max Payne 3 to be a bit boring and generic
3) GTA IV & V
Dam it, all these games thus far have been made by Rockstar

awk well GTA III was my first real dose of open world sandbox destruction freedom and violence. A GLORIOUS EXPERIENCE!
2) Elder Scrolls V (Skyrim)
So, whats better than exploring for hours and hours on end killing dragons and then completely neglecting the storyline for side quests? The first one on this list obviously, but still this game is just fab.
1) Last of Us
It is like so well crafted and story driven i just wanna play it now