Sleeping Dogs: If you have even a passing interest in Hong Kong action cinema, you owe it to yourself to play this. In some ways it's very clearly a foundation for a series we'll unfortunately never see flourish, but even still this is a solid open world game that outworks its typical GTA structure with a handsomely rendered Hong Kong setting and Donnie Yen/John Woo inspired action mechanics and set-pieces.
Watch_Dogs 2: Even after RDR2 I still feel like Watch_Dogs 2 was the game that showed the biggest improvement in world systems this gen. What Rockstar did was absurd and impressive, of course, but WD2 is a more realistic preview of the kind of systemic, self correcting randomness I think will become commonplace in the best open world games of the future. Truly a game where you can just stand around and watch NPCs bounce off of you and each other, the underlying faction system constantly on the brink of some kind of humorous petty crime scenario, or erupting into a full scale gang shootout. With the hacking abilities now leaning even more on social mischief and manipulation, I spent dozen and dozens of hours being the conductor and audience to some of the funniest open world moments since the PS2 GTA games. Hugely underrated.
Saints Row 2: THE best open world co-op campaign. Ridiculous character customization options, a TON of secrets, the best narrative and suite of content in the series, best map in the series, great voice acting from the main character and cast, etc. etc. I'm sure it feels creaky in 2019, but I maintain this is the best Saints Row game in nearly every way.
Bully: Like Sleeping Dogs, this takes the traditional GTA format and wraps a skin around it that's so committed to delivering the "open world game" from its perspective that the result is something unique and memorable. Bully has fantastic atmosphere, and some of Rockstar's best upgrade and collection progression
Shenmue II: If you can make it past the controls and idiosyncratic feel of everything here (and make it through the first game if you're completely new), Shenmue II is still a great game, with an incredible sense of place, an entertaining story, and design choices that are still utterly bizarre and subversive even in 2019. Only appeals to a niche group, but I think it's worth mentioning.
Red Dead Redemption 2: It's RDR2. I can't add anything that hasn't been said. Money, animation, scripting, and hand crafted moments everywhere. You won't play anything like this until Rockstar's next game. There are dozen of reasons you might not like it, but you should still play it at least up through Chapter 2 when you're set free and allowed to roam.
Yakuza series: Feel free to start with the greatness that is Yakuza 0 and experience one of the more engrossing, likeable, ridiculous games you'll ever play. Like any long running series there are highs and lows, but these are games that aim to please.