Y'know what I liked? Red Dead Redemption.
You could wrassle yourself a horse and just ride the damn distance, or you could hop on a carriage which would actually drive along the roads and take you there, instead of just turning into a loading screen as soon as you hop onboard.
There were buttons to "go faster" (which works about as well as it does in the later GTA titles... Namely, you don't really move that much faster, but the pathfinding AI becomes a lot more entertaining to watch) or just sleep it out and go straight to the loading screen approach... But you fully had the option to take the scenic route while letting someone else drive. Random encounters would also still spawn occasionally, so you'd be able to see people out hootin' and hollerin' in the fields as you rode past, or get a few bullets slung your way by some ill-to-do ruffians. And you could stick your gun out the window and answer them with some peas of your own.
In theory you could also hop onboard the iron horse and cross large distances very quickly, but ha-frickin'-ha... There's one engine on a one-line track, so it's never where you need it to be, and also the fat fuck doesn't stop for anything.
This is actually slightly comical, because several players reported difficulty in getting the achievement for wiping out all the remaining American buffalo, because the train beat them to it. *Splat*.