Not the gun sound effects, not the sound track, problably not a lot of things - but the atmosphere the sound effects in Control created, man it's like 50% of what makes the game what it is, and it's a truly great game.
Hellblade was already mentioned (prime example imho), so I'd give shoutout to the entire Supergiant's game catalogue. So much time and effort went into sound design and music in all their games, it's remarkable.
I haven't experienced anything quite like HuntShowdown. It's a slower-than-most extraction shooter with several objectives on each map.
Every sound matters. You can hear people shooting in the next compound over, but you can also hear someone crouch behind the wall next to you. You have to watch for sound traps like birds, horses, dogs, etc. Always be on the move because if you stop, someone might already be taking aim to shoot you through the wall.
Both Breath of the Wild and Tears of the Kingdom have fantastic sound design. The environmental sounds of wind, water, trees and wildlife accompanied by that understated soundtrack makes you feel out in the wilds even though the graphics are minimal.
Hi-Fi Rush, Doom 2016 and Eternal, Hades, and Warhammer 40K: Mechanicus, off the top of my head. All very different games but all with exceptional music.
Well, there is a game that's been designed specifically for that. Metal Hellsinger, you can play a demo for free. It's a doom style shooter that rewards you for shooting and reloading to the beat of metal music, which is dynamic to how well you are doing and the situation. Really cool concept and really rewarding to get a combo going.
While not the greatest games, I've found that the newer Star Wars Battlefront games have some of the best sound design in any game I've ever played. Especially the thermal imploder. Definitely a highlight of an otherwise alright game.
From the top of my head:
It might be mainstream, but I liked the gun sounds in battlefield 1 and 5.
Also I enjoyed the slow motion gun sounds in Max Payne 2 a lot.
Call of duty modern warfare was also great back in the day. Don’t know how the newer installations are holding up.
Never played it personally, but I remember being really satisfied with the sounds from Hawken watching the gameplay trailers. https://youtu.be/udEAEARD-Fo
Edit: reading up on it, the final game was pretty lame, and it’s apparently dead now.
I really really really liked the theme music and all sound design in the Red Alert 2 and Generals Zero Hour games. Those were excellent, to the point I'd listen to the theme alone when working or driving.
The modern hitman trilogy had some really good sound design from my experience. Definitely recommended with a good pair of headphones. Realistic but also crisp.
I don't care for the Warhammer universe, or Tactics games all that much. Tactics game Warhammer 40k: Mechanicus held my attention for far longer than it should have thanks to its incredible sound design.
For overall sound design Prey (2017) really nails it. The stealth mechanics are also included in sound design so when you get spotted or escape there's intense auditory cues that track with the thriller/sci Fi horror vibe of the game.
If you go into it expecting a first person shooter though you'll be disappointed, it's an immersive sim for sure. Shotgun sounds really good though and there's an experimental weapon called the Q beam which has a phaser sort of sound as it fires. Also really cool.
Also, Elite Dangerous has incredible sound as well. Guns sound alright but you won't be firing them on foot as much as in space most likely.
For a unique take... The music and background sounds in Kenshi. Music is so sparse that when it does kick in, and how it kicks in, is just really unlike any other game.