Fallout New Vegas (also tons of great mods)

Stalker series

Penumbra series

Wasteland 2

Edit: unless you meant over-the-shoulder third person

"Rise of the Tomb Raider" might scratch that itch. It has great atmosphere, there's no base building, and the collectibles are all optional (but thematically appropriate, as they're all lost artifacts, and naturally Lara is inclined to "recover"them.)

Chernobylite - set of maps from central location.

Lazy answer is 'try the other Fallout games'

I haven't gotten around to it personally, but Stalker sounds like the kind of game you're looking for.

Alternatively, for a more out-there suggestion, you could try Darkwood.

First Elex game is good. It's story is meh and combat is rather janky but exploration aspect is excellent. The map is fun to explore and there is a lot of hidden lore stuff to find.