Type moon and its creator Nasu is extremely bad at this. They have a really lore rich real world mixed in with magic and monsters. A sort of Harry Dresden/Secret World/World of darkness vibe where order is maintained by two opposing factions: The Mages Association and the Holy Church.
The association is dedicated to all things magic. Controlling, concealing, and preserving it from decline as humanity progresses into the technological age. They are not classical Hogwarts good guys. Mages are generally prideful assholes that will allow almost ANYTHING in the name of magical research as long as it doesn't break the masquerade or natural order. They are not all 100% evil, but they tend to be very self-important and don't unilaterally do good as an institution unless it means preserving the world or maintaining their power base. Magic is extremely complicated in the world of type moon. if you want to throw a fireball you don't just throw a standard issue spell. You must have the right genes, the right formulas and have the logistics worked out perfectly. When it's all said and done you basically can do any standard spell a 1000 different ways. So, every mage is unique and has their own special talents. They'll go down like anybody else if you shoot em in the head, but there's a lot of different possible countermeasures you can't always account for. And yes, they do have a school for magic and wizardry, but if Hogwarts is considered a public-school experience, the clocktower is more of a private school, they don't just let anybody in. Although if your magic is really really special, they'll cut out your brain and put it in a jar till they can figure out how to reproduce it.
The Holy Church on the other hand is basically a more reasonable version of Iscariot from hellsing. (Nasu took direct inspiration actually) They kill heretics, monsters and vampires that use magic for evil and are straight up a huge force for good in the world. They not just some handpicked Vatican strike team. The holy church is essentially the other half of the Vatican and dwarf the mages in terms of manpower and resources. They have enough know how to turn people into cyborgs and mass produce holy weaponry. There are bad eggs here and there, with some extremists thinking that all mages should be killed, but otherwise, they are chill and will go to bat for anybody being hurt by mystical forces. They also have their own super badass group of secret assassins called the Burial Agency. Consisting of 7 members that do all the special wetworks jobs and go after all the vampires they can get their hands on. Faith is optional for membership and baptisms are mandatory. (Also the 8th member slot has a high fatality rate.) The churches biggest overall negative is an unwillingness to be involved in human conflict. There's also some interesting drama when it comes to holy magic use, because the church enforcers use holy sacraments that strictly speaking might not be considered all that different from mage magic. But it's mostly academic, as they are limited to anything that hurts evil and cures the injured.
There's a bit of an uneasy cold war/ armistice between the two factions. In the past they had full blown wars going on with the inquisition, and now there's still a lot of unofficial battles and conflicts that flair up every now and then. Ultimately both camps don't want to set the world on fire so there's an uneasy peace going on that allows for a very interesting setting.
So what's the problem? The problem is Nasu doesn't do jack shit with this. There was a good starting attempt with garden of sinners covering some mage drama, and Tsukhime setting up the vampire/church drama. But everything derailed at exactly the point when Fate Stay Night became popular. What was supposed to be a one-off sideshow conflict of magic users summoning heroes from across history to fight to the death became a fucking Pokémon phenomena. It become so ridiculously popular that it's completely overtaken the world in general. We don't visit new locations and learn about new mages/priests or even mystical monsters anymore. Instead, the whole focus has become on who will win a mostly pointless contest of summoned champions were everybody has rock-paper-scissors superpowers. It's just insane how underdeveloped and unexplored the overall setting is in favor of these small-scale big contest battles. Battles that typically show you a handful of side piece mages and maybe one or two church agents.
I'll give type moon some credit. They did recently do a good series that finally went to the trouble of pulling back the curtain what goes on beyond the grail wars with a magic investigator
But man it really is an undercooked verse. Don't even get me started on how shit continuity is or how the whole Gaia living planet lore fucks everything up.
Warhammer 40k. The universe and lore is super interesting, and sometimes I'll just spend hours reading random wiki pages because it's so fascinating to me. However I have no interest in the physical game, which sucks donkey balls according to my friends who actually play it. In fact they barely even play it any more, despite constantly dropping hundreds of dollars on new models.
You'd think video games is where people like me could get their 40k fix, and well there are a couple decent ones, most of them are mediocre to outright bad.
They have been a lot better about this game wise, Especially with rogue trader and space marine 2. Honestly I think the verse has enough novels and material to work that anything unexplored can be picked up on later on. The sheer volume of books speaks for itself.
Star wars has a whole galaxy filled with all sorts of weird yet cool stuff while also having a huge timeline filled with lore but all we really ever get is crappy stories filled with the Skywalker family and his retarded friends. Also they only really focus on one tiny part of the timeline for the most part, removing all the stuff that isn't in the era of Luke/Anakin which is gay because it's the most boring part of the timeline. The futuristic Star Wars comics Star Wars: Legacy got one in a half series before being shelved and never touched again. There are only a handful of stories that take place in the old republic and yet there's a lot of lore from these two time periods and that lore is much more fun to read then a story about Luke killing another group of Stormtroopers.
It was much better before the dark times.... Before Disney.
Halo has so much wasted potential, it could have some great games but we all know how they ruined it. The whole universe has great lore and they could have done a lot with it. Now it's not much different than any other shooter besides different character models and is a cash grab scam like the rest.
The novels actually did a great job exploring the covenant mindset and what the UNSC Really was like before the war. They were particularly excellent at showing how outclassed and desperate humanity is to just simply slow down the covenant. Victory is nothing more then a desperate pipe dream as various suicidal and attritional operations are launched at the overwhelming power of the aliens. So much so that blowing up an entire fleet before halo 2 is considered a minor set back. The verse is borderline crapsack if your not master chief.
I want to say they were really good up until they got to 343 and some author had a hate boner for dr Halsey, despite her questionable methods saving the entire human race. So your good up until post halo 3 id say.