The last open world game where i genuinely enjoyed the main story and characters was the Witcher 3. Before that? ummmmmmmmmm
Most of them are fun to bumble around in and might have interesting side quests and such but the Witcher 3 was the only one I can remember being actually intriguing.
Middle-Earth: Shadow of Mordor? Nope
Batman Games? Typical comic book stuff
Assassin's Creed games? Not 1-3 that I have played
Fallout? ehhhh Not even New Vegas, though NV had great side quests.
GTA Games? decent effort in some, awful in others
RDR? typical wild west stuff but amazing game
Skyrim? Oblivion? Morrowind? Nahhhhhhhhhhhh, Morrowind probably being the only interesting one
Yes, I don't think Zelda games are particularly know for their story but that it my one big gripe in 99% of open world games. So if BOTW is all it is hyped up to be, It must also have a great story to go along with it.