Dominions 5 - Fantasy turn based fantasy strategy game with tons of nations often based on real world mythology mixed with fantasy elements.
Kingdom Death: Monster - Tabletop (play on tabletop sim) game that mixes Darksouls/Monster Hunter like boss-fights with a little bit of Darkest Dungeons like colony management/attrition/madness
Kingdom Death: Monster is awesome. Love it to death. It's also absolutely terrifying in so many ways. From learning the rules, setting up the game and obviously playing it. Unfortunately we never play it because of location. Sometimes a years goes by between sessions and we are always too overwhelmed setting everything up and getting back into the rules.
There is a pretty decent scripted tabletop simulator for Kingdom Death. Me and a couple buddies player five or six session and we were able to pick up and play pretty quickly.
I was super in to Dominions 3 back in the day, played it online a ton, won a few big games. It's got a brutal learning curve though. Late game when the turns were on a 96 hour timer and that still felt too short..
In it you write JavaScript to hack things to be able to write more JavaScript to hack more things. It's very fun. Especially if you don't know how to write any JavaScript.
I watched some one being tutored on it and it completely lost me.
The real science in that game is waaaay beyond me.
Kudos to the people that get it and enjoy it though.
It's amazing how much is possible in Factorio. I don't think any other game has given me half as many "aha!" moments from coming up with (what I think to be) a clever solution for a problem.
I approached it as a puzzle game and think that served me well. I have on the order of 200 hours and I've yet to try building a proper megabase.
I never really understood how obtuse learning Stellaris can be. I've been playing it since release and have been with it through every step of its massive changes. This year I had two friends pick it up and attempting to explain the basics plus the intricacies along with slowing down my playstyle in order to explain why I do what I do was a learning experience in and of itself. I wish the new coop mode had been out when I was initially showing them the ropes. They've since started to to get the hang of things though and I'm proud!
Dwarf Fortress of course. Other good mentions are Factorio and Rimworld, if you understand them and are done with it, install a couple hundred mods and have a whole different game!
I won't lie the new steam release of Dwarf Fortress has helped alot but there's still so much that's possible and tiny little things that affect other things.
I played like only one real game, as Spain, and I just repeatedly took took bites out of Portugal, until my ally France turned on me. Lost some ground but was able to stop them. I should play it again.
Europa Universalis 4, Crusader Kings and XCOM in harder difficulties in iron man mode. I love brooding over difficult decisions and devising strategies in turn-based (and similar) games.
It's a mod, but the original long war mod for XCOM 2012 holds a very special place in my heart. You basically have to have reference material open because of how large the research trees got, along with just no ability to really in game teach you about any of the mechanical changes.
Maybe not quite as sprawling as something like a paradox game or dwarf fortress, but LW also demands you fully understand the complexities it introduces over the base game or you can find yourself in unwinnable or extremely difficult to pull out of positions, and you easily end up playing tons of missions in a doomed session if you miss, say, upgrading your interceptors enough quickly enough to pop the overseer UFO or find yourself in a massive resource pit because you sold all your elerium early and now you can't keep up techwise.
The sequel mod for xcom2 never to grabbed my attention the same way long war 1 did.
Traditional fighting games, I suppose, namely older anime fighters/airdashers, at more than a super casual level. Among those, I find Guilty Gear XX Accent Core +R and BlazBlue: Central Fiction to be especially complex but also so, so rewarding when you put in the time to learn them.
Just to give you an example, this is a sort of basic combo for Kokonoe, the character I play in BlazBlue: https://yewtu.be/watch?v=U8j0mmLJ4zo&t=95 . I have been practicing for weeks and I'm still halfway through that.
X series - most complicated spacesims in existence (nothing realistic though)
Stellaris
Imperium Galactica 1 - a super-complicated 4x space DOS game - think Stellaris + SimCity + Command & Conquer
An obscure unpopular old game - Battle Isle: the Andosia War - or as one reviewer roughly said:
"they must have had a board where everyone who came up with an idea got a golden piggie - it would work as 3 games: Battle Isle, Economy Isle, and Energypipe Isle, but this is just too much". Basically a turn-based but real-time strategy game (unit movement is turn-based, you can end your turn at any time but... resource extraction is real-time and if you run out of energy and water simultaneously you can't cool your power plant and you can't power your pumps). Also maintaining a supply-line behind your advancing army.
I'm a massive fan of Paradox Interactive, and play almost all their stuff. Crusader Kings 3, Victoria 3, Hearts of Iron 4 and Stellaris (in that order).
The most complicated game I've played is Supreme Commander; the basic gameplay isn't too bad but if you want to fight anything more than an easy AI then oh my goodness it's tough
I'd throw Hunt:Showdown up there. I started with a friend a couple years ago and we just devoured YouTube videos to learn tidbits. But I realize not everyone wants to watch people playing a game in order to learn and play a game themselves. I'm still constantly in awe of the sound design and how it meshes into finding intense gunfights and defines how you engage other players based on what guns you think they have based on sound versus what you know about your own loadout. Each fight I'm learning something new and I'm a little over 500 hours in. I think the "generally accepted" amount of time to get decent at the game is around 1000 hours.