Skybox
A textured cube drawn around the entire scene to fake a distant horizon and sky.
The camera sits at the cube's centre, and the cube is drawn without writing to the depth buffer so everything else lands in front of it. However you move, it never gets any closer — which is exactly what sells the illusion of infinite distance. Its six faces together form a cubemap.
The technique has carried game skies since the Quake era and is still standard. The alternatives are a skydome (a hemisphere instead of a cube) or a procedural atmosphere model that computes the sky's colour from the sun's angle, which you need the moment a day–night cycle has to change in real time.