Nonfiction that completely changed a belief you held for years
The worldbuilding I trust is worldbuilding that implies more than it states. Tolkien does this with the fragments of older history embedded in The Lord of the Rings — the songs, the ruins, the names that carry weight from sources outside the main narrative. You feel the presence of a world that extends beyond the edges of the story.
Herbert does it differently in Dune. His appendices, glossary, and epigraph structure position the reader as a historian examining primary documents from a civilization several thousand years in the past. The world feels large not because he describes it exhaustively but because the apparatus of scholarship surrounds it.
Le Guin does it best, I think, by focusing on the things that remain constant across cultures in her universe: the presence of ansible communication, the genetic unity of human populations across worlds, the Ekumen's long patience. The background is consistent in a way that implies it was worked out, even when it isn't shown.