The scene that always comes to mind immediately when I hear set extension is the opening shot to the movie Hugo (2011). Such a long, beautiful shot that sets the tone of the crowded train station the movie takes place in right off the bat. After seeing this film back in the day, I was inspired to try out my own set extensions.
Another show that comes to mind with phenomenal set extensions is Mindhunter. Check out this fantastic reel from Artemple that showcases the many “invisible effects” they pulled off to bring the viewer back to the 1970s.