The LOTR LCG is a 'living card game' created by Fantasy Flight based on J.R.R Tolkien's 'The Lord of the Rings'. It contains no miniatures, no board and nothing to make it obviously stand out as a highly thematic game aside from generally stunning artwork
Nonetheless I believe that it is one of the most thematic games I have played for several reasons.
The game is one of the best examples expressing theme through mechanic: that is immersing the player by having the gameplay mesh seamlessly with the theme.
For reference, an example of a thematic misstep would be the 4X board game 'Eclipse.' There is a limited pool of technology, with more available each round, meaning that there are finite copies of each technology. This makes sense from a game design and balance standpoint, but thematically makes little sense at all. The fact that the player to my left has researched a better reactor has no logical reason for stopping me from doing the same.
My favourite example from the core set, (though I am yet to find a deck he can fit in) is the player card "Wandering Took"

For those who are unfamiliar with Hobbits, the Tooks are well known within hobbit communities as being very un-hobbit like. They're constantly heading off on adventures and getting into trouble.
This is represented in game by allowing the player who controls the Wandering Took, as an action, to pass him to the another player, lowering their own threat ( a measure that effects the number of enemies that will attack the players) and increasing the other player's threat to represent trouble following the Took like a cloud of locusts.
Many of the player cards live up to this standard, though a great deal are far more obviously straightforward: an axe gives your heroes more attack, a breastplate gives them more health and so on.
There are some weaknesses without a doubt. These are generally found in the more abstracted 'event' player cards. While equipment is relatively easy to logically justify (weaponry giving damage etc.) it becomes a little more abstracted in parts of the game, though a reasonable job is still done.

'Gildor's Council,' however, is a far less obvious card in its justification. In the books, Gildor and several other elves drive away a Black Rider with their song, while in game it will cause fewer enemies to be revealed from the encounter deck. While this does make sense, the more casual player is likely to have less knowledge of this and will struggle to connect the card event with its in game effect.
Equally well designed are many of the quest cards which form the backbone of each scenario. In 'Journey down the Anduin,' for example, the players are tasked with taking a raft downstream. Once they have boarded the raft, an increased number of enemies will spawn from the encounter deck, representing the enemy gathering on the shores. Crucially, while numerous, these enemies cannot attack the players at this point in the quest (because obviously they cannot reach them on the raft,) though the players can steer the raft towards the shore and choose to attack if they wish.

The point I'm getting at here is these all make contextual sense. If the players are on a raft, they cannot be engaged. If enemies are massing for an ambush, they spawn more frequently from the encounter deck. So on and so forth
The most impressive part of this is the sheer creativity on the part of the design team, frequently using innovative mechanics to represent particular situations or player choices.
In one of the most recent expansions, the sailing players have a compass card and will gradually drift off course each turn, potentially steering into bad weather and storms if they don't correct their course.

In any case, its a combination of mechanical moments like these combined with gorgeous artwork that make the game what it is, an extremely thematic and tense experience, highly evocative of its source material.
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