Massive open online courses (MOOCs), a unique form of online education enabled by web-based learning technologies, allow learners from anywhere in the world with any level of educational background to enjoy online education experience provided by many top universities all around the world. Traditionally, MOOC learning contents are always delivered as text-based or video-based materials. Although introducing immersive learning experience for MOOCs may sound exciting and potentially significative, there are a number of challenges given this unique setting. In this paper, we present the design and evaluation methodologies for delivering immersive learning experience to MOOC learners via multiple media. Specifically, we have applied the techniques in the production of a MOOC entitled "Virtual Hong Kong: New World, Old Traditions", led by "AIMtech" Centre, City University of Hong Kong, which is the first MOOC (as our knowledge) that delivers immersive learning content for distant learners to appreciate and experience how the traditional culture and folklore of Hong Kong impact upon the lives of its inhabitants in the 21st Century. The methodologies applied here can be further generalized as the fundamental framework of delivering immersive learning for future MOOCs.