CRPG or TRPGS like:
Baldur's Gate and Baldur's Gate II: Throne of Bhaal, Icewind Dale, Neverwinter Nights and Neverwinter Nights 2, Planescape: Torment and Pillars of Eternity all draw heavily from Dungeons and Dragons, one being set in a campaign.
Dawn of War and Dawn of War 2 are popularly considered to be the best Warhammer 40.000 games. I personally liked Space Marine and have heard good things about Fire Warrior.
Unrelated in subject, but similar in gameplay, are grand strategy games like Europe Universalis, Civilisation and games like Dwarf Fortress, XCOM, Fallout. I have it on a reliable source that the Magic The Gathering main series of video games are really good. Also an honourable mention for Recettear: An Item Shop's Tale, for being a cute inversion of the standard roleplaying game fare, even if it's more Japanese RPG and unrelated in the gameplay aspect.