Besides Witcher 3, I can't think of any other open world game where I actually cared about or played for the story. Far Cry 3, but that was mainly because of Vaas than anything with the protagonist or plot. RDR was pretty good in the beginning but then I lost interest. Fallout and Skyim, I care more about the side stories than the main narrative. GTA, Watch Dogs, Assassin's Creed, Just Cause, Infamous...not really.
To be honest, the structure of open worlds kind of discourage a focused story, because the inherent freedom means any sense of pacing or urgency in stakes can be negated by the player just doing shit in between missions. Even as good as Witcher 3 was, the main story paled in comparison to the side quests (To be fair I haven't finished Witcher 3)
Arkham City was pretty good. I think the dense setting, oppressive atmosphere, and very singular role of "being Batman" helped make everything you did feel in service of the overarching plot
Yeah, Witcher 3's main story doesn't really hold a candle to it's side stuff, though some of the best side stuff branch off from the main so it's a little hard to judge. The expansions have really excellent main story though, some of the absolute best of the gen imo.