The first one that comes to mind is Fortnite, it has been used for advertising Halo and Star Wars, at least I think those were sponsors veiled as simple crossovers but I’m sure they’re not the only sponsors/crossovers.
Though, mostly I was refering to almost every live-service game as of late, if you count “please check out the shop and buy these new skins” as advertisements. They’re not being paid by third parties to deliver them, but they sure were as annoying as TV ads when I experienced them…
The latest example I can think of is Sea Of Thieves, where I still haven’t fully figured out how menus work because sometimes half of the screen points you to some kind of shop.