I'm sure there are a number of older ones that I've forgotten about, so this list is a bit biased towards newer games, but the ones I remember so far in roughly alphabetic order:
Baldur's Gate II
Bard's Tale II: the Destiny Knight
Birthright: The Gorgon's Alliance
Buck Rogers: Countdown to Doomsday
Buck Rogers: Matrix Cubed
Curse of the Azure Bonds
Divinity II: Ego Draconis
Dragon Age: Origins
Dragon Age 2
Faery: Legends of Avalon
Fallout
Fallout 2
Fallout 3
Gateway to the Savage Frontier
Hillsfar
Kamidori: Alchemy Meister
King's Bounty (DOS)
King's Bounty: The Legend
King's Bounty: Armored Princess
Mass Effect
Mass Effect 2
Mass Effect 3
Moraff's World
Nomad
Pool of Radiance
Pools of Darkness
Questron II
Secret of the Silver Blades
Star Control 2
Temple of Elemental Evil
Treasures of the Savage Frontier
Wasteland
- list only the games you have already finished completely or at least from the beginning to an end of the main storyline
Note: I've counted games where I have played the whole game although I might not have been the only one playing for any given playthrough.
Note 2: The cut-off line I made for questionable or hybrid games was pretty much "Have I heard other people refer to it as a RPG or put it on RPG lists?"