There's too many lego games to fit in the poll so it's just the most famous ones.
Personally I'd say Lego Star Wars the complete saga or Lego the Lord of the Rings.
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While Star Wars III and the Complete Saga were stupendous, the LEGO LOTR game had what remains my favorite open world ever. My only complaint is that characters you bought disappeared from the open world afterwards, which really made it feel empty. [spoiler]Sorry, all out of salt.[/spoiler]