It's tricky to think of ones which aren't fantastical in some way but here's a few that aren't set in 'conventional' Medieval Western European-esque good and evil dwarves elves chosen one yaddayadda-type settings.

Horizon Zero Dawn is pretty sweet should you happen to have a PS4, it doesn't do anything particularly new or out there beyond the robot dinosaurs thing but is very well put together in just about every area.

Shadow of Mordor pretty much fits that mold I described being set in freaking Middle Earth but hey it's cool, compared to most big-budget open-world games I'd say it has weaker story but better gameplay.

Maybe Stalker but it's not quite an RPG but a sandbox-ish FPS with no levelling or skill systems and it does have fantastical elements like monsters. It often gets brought up as an example of a super immersive open-world game for good reason and has tons of great mods big and small.

It's a series so overdone and samey it's basically a meme but some Assassin's Creed games are pretty good, 2, Brotherhood and 4 are generally seen as the better ones.