Three PC games to explore by setting
Use setting and compatibility to narrow your shortlist.

Mafia: Definitive Edition, Red Dead Redemption 2 and Grand Theft Auto V Enhanced each have a PC Steam listing. Their settings provide a useful first filter. Mafia is a narrative crime game set in 1930s Lost Heaven; Red Dead Redemption 2 offers a Western setting; Grand Theft Auto V Enhanced is set in Los Santos and Blaine County.
Choose the setting that interests you, then move to the practical checks. Steam lists system requirements and controller support by title, so inspect each individual listing before purchase. A PC listing alone does not establish suitability for your particular computer or preferred controller. This shortlist is most useful as a route into further comparison: start with the place or period that appeals, then check whether the individual requirements suit your setup.