While we're still have a way to go until we have something on par with Star Trek: The Next Generation's holodeck, precious baby steps are currently being made. Thanks to Oculus Rift headset, and the Virtuix Omni treadmill. Still, neither addresses the true key to immersive interactivity, and that's tactility. A tangible experience.
Enter Disney of all parties, Disney Research to be exact. They've created the AIREAL, a modest little device that generates "physical forces the user can feel in free air" to simulate the sensation of touching something that only exists in the virtual world.
How so? It basically blows air at you. Well, "a compressed pressure fields in the form of a vortex ring" to be exact:
It's both intriguing and ingenious, and while not the ideal solution (it's great for minute sensations, though not so much for experiencing true resistance), it might also be the beginning of potentially something much bigger and exciting.