Well, you can change the clipping range, use fog to add a fine haze to distant objects, reduce the scale of objects to increase the appearance of available space, slow down the speed of players so it takes longer to get from point A to point B.
The default clipping range is 3,000 units. If you scale everything so that one unit is equal to one meter, that gives you a 6 kilometer vista from one horizon to the next.
One fog trick is to make the fog color and the horizon color the same, this will make a seamless transition from ground to sky. Of course, black fog can be used for night time scenes.
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TAZ