Name a few.Well OP, you might get your wish.
The Naughty Dog and The Last of Us director teased that there were several projects at Naughty Dog that may try a less 'hand-holding' narrative design.www.shacknews.com
Though as others have pointed out, there are plenty of Western games that do it well already.
It's not a challenge or anything. I genuinely wanna know because I would gladly play more open world games like this but in a different genre. But don't mention Morrowind because of course it's a good open world game. I'm asking for more recent examples.