Turn-based RPGs and roguelikes.
I've been playing Songs of Conquest quite a bit recently. It's a game styled after the Heroes of Might and Magic series (before my time), with a few modifications to overworld gameplay to ensure it doesn't become ludicrous, such as a lack of spellcasting outside of combat to ensure one player can't grief the whole map. It's a lot of fun, but you're on a constant time constraint while playing the game, as your opponents are scouring the map for the same resources you are, so the whole thing is a zero-sum game where failure cascades — the moment your opponent starts winning, they're probably not going to stop unless you're a strategic genius or very lucky.
For roguelikes, I bounce between Caves of Qud, Dwarf Fortress and Soulash 2. Caves of Qud has a very engaging story with a huge tendency for power to snowball if you invest in the right skills and attributes. Quite difficult too, as the game believes that kicking you in the crotch is a surefire way to guarantee fun once you finally dodge the kicks and start retaliating.
Dwarf Fortress hardly needs introduction. It's a combination RTS and turn-based roguelike, depending on whether you play the Fortress or Adventure modes. Fortress has you corralling the dwarves through a colony set on an isolated map square in a massive world that cares nothing for your civ's continued survival, and you're probably going to lose it to a stupid mistake that takes years to cascade into outright failure. Adventure mode is the same, except you play as a single person, so your eventual failure is entirely your fault. You can build yourself up to become a legendary axedwarf wrestler necromancer vampire, and die to a single lucky kick from a common workhorse.
Soulash 2 is a new one for me. It scratches the itch Dwarf Fortress's Adventure mode will once it's fully fleshed out. Like DF, it's a roguelike in a procedurally generated world far larger than your character, but it makes certain concessions so that survival isn't luck of the draw in the early stages (you choose which map squares you visit, you can't be ambushed, difficulty of each encounter is explicitly indicated before you decide to engage, the organ system isn't so intricate you have to keep the health and tissue damage of each individual finger in mind, the skills and attributes are far easier to level and provide tangible benefits, etc). It's a shallower version of DF Adventure mode, but that can be a boon when you're not looking to fully simulate life in a fantasy world with threats that could kill you with a sneeze; you just want to stomp some dryads into paste.
4X games like Endless Space 2 are an honourable mention. I enjoy them, but there's a pretty significant time investment for a single game/match, and the complexity of all my tracked resources wears down on me like few other game genres manage.