Driveclub, in particular, has the best implementation of lighting affected by clouds. You can clearly see parts where sun hit the track through the cloudy weather. The shift from sunny to rain in DC is the most convincing so far, only Flight Simulator have a better solution.
Every other games use tone mapping, add some fake clouds and a grey skybox and shift everything to grey.
I'm going to sound like a fanboy here, but for me at least the most memorable lighting was Witcher 3. I know, this is topical, and it kind of broke down at sunset in the cities, but in general i thought the general distant landscape, forests, and the sky - with its haze, combinations of colours, etc - were like an oil painting.