At Disney, they had an immersive Star Wars VR experience that I don't think is there any more (and was extremely pricey for a session).
They tricked the senses by having physical objects you could touch for every space in the game environment, there was stuff like wind, you could feel the heat of lava radiating off the ground in some spots - and body packs that would jolt you if you got shot, and a physically held "blaster" with haptic feedback.
I was blown away at how good it was and how immersive it felt. But, you need an entirely custom experience and game room and as I said it was very expensive (probably for good reason).