Remember playing this quite some time at a friends. But I think we played Wing Commander even more for some reason.
And way before that: Elite on a C64. That blow my mind at the time. Connected lines in 3D! Wow. And yes, I am old.
But my favorite of all time has to be Privateer II - The Darkening. Relatively open world with a cool background story and incredibly immersive with fitting prerendered cutscene visuals and lots of real actors doing the keyscenes.
X-Wing Is Video Gaming's Greek Fire (aftermath.site)