For me it was Okami. I remember you do a ton of shit to get to a certain boss which I thought it was the end, only for it to reveal that there was a loooong path ahead.
Other than that, maybe cyberpunk? I was surprised after all that stuff you do in the beginning just to see the titles pop up
Okami and FF7 were already mentioned
So for me its Gravity Rush 2. When you see a faint silhouette in the clouds below and you try to get closer, holy sh!t.
Then just when you thought how huge Jirga Para Lhao it links up with the world of the first game.