What Books Immersed You So Completely That You Didn't Want to Leave Their World?
Here are some that hit that feeling hard for me:
The Shadow of the Wind by Carlos Ruiz Zafón. Postwar Barcelona feels so livedin that by the end I could have drawn a map of the Cemetery of Forgotten Books neighborhood from memory. The city is basically a character, and the mystery layers in slowly enough that you just sink.
Piranesi by Susanna Clarke. Unusual pick because the world is surreal rather than realistic, but I've never read anything that dropped me so completely into an alien place. You're as confused as the narrator at first, and then things click into place in a way that genuinely unsettled me. Short book, massive atmosphere.
A Gentleman in Moscow by Amor Towles. Almost the entire novel takes place inside one hotel, which sounds limiting, but Towles makes that building feel like a whole universe. I dragged out the last fifty pages because I didn't want it to end.
The Long Ships by Frans G. Bengtsson. Viking historical fiction that most people haven't heard of. It reads like someone who actually lived that life wrote it down. No romanticizing, no gritforgrit'ssake either, just a world that feels completely matteroffact and real.
Salvatore by Federigo Tozzi - if you want something quieter. Rural Tuscany in the early 1900s, and the sense of place is almost uncomfortable it's so specific.
The Zafón and the Towles are probably my top two for that "sat there staring at the wall when it was over" feeling.