Be lost to the world
Definition 1 of 2
Pro Tip 1/3Mental Immersion
Used when someone is completely focused and oblivious to surroundings. 
During the chess tournament, she was lost to the world.
Pro Tip 2/3Not Distractible
Implies it's hard to interrupt or pull the person's attention away. 
With headphones on, he's lost to the world.
Pro Tip 3/3Creative Absorption
Often used for artists or people engaged in creative pursuits. 
Lost to the world, the novelist spent hours on her new book.