I believe The Beatles: Rock Band came the closest to being perfect. Eveything about that game was just beautifully done and the only things missing was Pro Drums, an option for Keys, and a few more Beatle songs (Hey Jude, Strawberry Fields Forever, Yesterday etc. etc.)
For me, probably Half-Life 2. Especially at the time? It was such a leap ahead in both technology and overall world immersion. I still revisit it sometimes and get sucked right back in.
I’ll agree with you on Beatles Rock Band too, though. It’s a work of art.