As soon as I picked up Fallout 4, I knew hours of my life were going to be sunk into that game. I have spent so many hours playing that game, and it completely enraptured me. Most of the time, I've been exploring, collecting, and discovering different things. Even after I'd beaten the storyline, I soon discovered mods and that kept me going for hours more. I still on occasion spend hours of the night just playing, and I love running around in my ridiculous power armour and beating the crap out of anything that looks at me funny.
Another game I've spent hours into the night playing is Subnautica. Honestly, if it's an exploration game, it's bound to keep me entertained for hours. Since Subnautica is mostly exploring and crafting, it's kept me busy for a while. Many times I'd stay up until 12 AM playing on school nights when I'd have to get up at 5 AM the next morning. I can definitely say these last two games have cost me some hours of sleep.