Strangely, after reading the first post, my first thought was of dnd pen and paper stuff, specifically the greyhawk campaign. Of course, it's been 20+ years since I've touched it, but from what I remember, everything about that campaign/world was fairly epic.
There has crpg game or 2 set in that world, specfically the temple of elemental evil (one of my favorite dnd crpgs, once mod's came out to clear the bugs out of the game).
Strictly talking computer games though, hrmmm
Everquest
Arcanum
Aion (no matter how the actual product actually shipped, I really liked the setting for the game itself)
The Secret World - modern day world, but with pretty much every supernatural conspiracy theory ever actually come to life, would certainly make the world....more interesting, to put it mildly.