For whatever you think of Cassandra Clare, the world building she did in Clockwork Angel when Tessa ends up at the London Institute was actually well done. Tessa learns through a combination of observation, being given access to a library and a book that teaches her a lot, and dialogue with characters. We learn *what* a parabatai is, but we learn what it means and what it stands for and the bond through observation, just like Tessa does.
The same thing goes for Fire by Kristin Cashore. Fire has a complicated backstory, and the "sins of the fathers" in the story are crucial to building Fire, Brigan, Nash and Arch (amongst others) as characters. The sins of the fathers also set up the conflict in the story (that the world is on the brink of war). Fire brings the reader into the story through flashbacks, memories, and questions that Fire asks (for instance, she asks Brocker, her adoptive father and father of her first lover, Archer, whether things could have been different, and that leads to stories and dreams that explain things to us). Brigan and Archer's backstories are a subplot that tell us more about the world and characters. There are no info dumps, there are no "as you know Bob" moments.
Same goes for anything by Tamora Pierce and Ursula Le Guin. They are both excellent at worldbuilding without any info-dumping.
That's all fantasy. If you're writing a paranormal or urban fantasy, you may want to have the character stumble over signs but not recognize them (blood, body parts, ritual stone circles, what have you), or see a TV report about mysterious disappearances, etc. Pull a reader in slowly and she won't even realize that you're worldbuilding.