Suggest me book or a book series that builds an entire world with big history and culture surrounding the main plot.

Book series such as the Foundation series that takes us from earth to outer space and creates a whole different world and culture around the main plot. Harry Potter where histories of wizarding wars and creation of ministries and lot of history is written along with the main plot. I am looking for something similar, I want to read such books and get lost in the world they create.