What am I asking from my fantasy media?
I want the slack-jawed wonder Peter Dinklage captures when Tyrion sees dragons. I want to be sitting in my bed, on my couch, in the subway while I’m either reading, watching or playing and:
Wonder Examples
For me, wonder is brought about not only when the media shows us wonderful and imaginative stuff but when something amazing and wondrous is implied and I have to read on and find bits of it in the text for more glimpses.
The Expanse had moments of wonder for me too but they were too brief – the magnetic boots, the Martian tech.
The Sorcerer of Wildeeps had it from beginning to end. I just re-read The Wizard of Earthsea and yeah, so full of wonder
I’m not a huge Dr. Who fan but the way Eccleston’s incarnation had this wonder at what he was seeing all around him had this kind of thing for me. His sense of wonder and joy brought me along for the ride.
Githyanki Diaspora 
Saga has it.
I think one thing that cuts down on how much we get is this feeling by directors that they absolutely must undercut it. The Marvel films fight this trend, and that’s part of why I like them.
Saga totally has it! Good call.
So many cool space opera ideas packed into every issue. Indeed.
Also, a whole lot of Catherynne Valente’s work. And there’s this odd book called The Great Good Thing, by Roderick Townley. Skip the sequel, but this one starts off a bit twee, then gets good, then gets strange and very good. Wolfe’s New Sun books were amazing, and one of the things I liked about Fading Suns was that it was tapping into this. Not sure how far back in time you want to go. Nancy Springer’s Dusssie did it for me, hitting some of the same chords as Frozen, though very differently, both due to medium (book) and specific tropes. Locke & Key did it for me. Ursula Vernon’s Digger, Erin Morgenstern’s Night Circus, Katherine Lord’s Redemption in Indigo, a whole lot of Patricia McKillip do it for me. Grace Lin’s Where the Mountain Meets the Moon and Kage Baker’s Anvil of the World. XKCD’s Time. Pacific Rim. Brandon Sanderson’s The Emperor’s Soul made me weep with sheer aesthetic appreciation, rather than pure sentiment. Oddly, Kij Johnson’s The Man Who Bridged the Mist and the movie Cabin in the Woods. Inception. Parts of Sense8 — and the sheer scope of the making of that series. The 12 episode anime Puella Magi Madoka Magica. That’s probably way more than enough.