As others have said, with some recordings your speakers will never disappear, ever.
Now I'm speaking of listening from one position, not roaming the room. That said, the better the use and implementation of the acoustical space the more apt one is to realize the 'speaker disappearing act' on more and more recordings.
Although (like in all cases) you can find some wonderful inexpensive speakers that do quite well at disappearing sonically, I have found that generally, GENERALLY speaking, more expensive world class speakers can do better at going away sonically more often than their more value-conscious and lower costing brethren. And that's fine. I have cheaper speakers I love quite a bit as well.
Very good electronics also help with openness.