Rome: Total War. Seriously, after playing that game nonstop for months I was totally into it. I don't have a problem saying that while playing it I will taunt the enemy armies with my prowess in wordplay and my galant voice. I listened to ancient music, I watched history channel shows on Rome, and occasionally after conquering Rome with the Guals, I would strut around campus and expect all the women to bow to the conquerer...of course they didn't, but oh well...that was the only downfall.
I thought splinter cell was really immersive too. SW Galaxies sucked me in for a whole year. Really I've had no problem with the amount of emmersive games recently. The only problem I have is with developers making games that intensionally shallow for the "casual" gamer. I think there are enough immersive games out there to really keep me going for a long time. Games that I don't have the time to play or the money to buy, but I know right now if I went to Best Buy I could find 4-5 games right off the bat that are really immersive and if I had the time to invest in playing them all, I most definitely would.