The Lord of the Rings by J.R.R. Tolkien

It isn't possible to overstate the impact this story has had on all kinds of media (books, films, video games, music etc) since it was first published in 1955. The world Tolkien writes about feels alive and full of history (in part because he spent years creating a complete overarching mythos and history of this world and the people in it (of which the Lord of the Rings is but a small part).