Halo, Halo 2, Halo 3, Halo 3: ODST (not Reach yet, but I'm sure it will join once it's been out longer), Mass Effect, Mass Effect 2, Fallout 3, Star Wars: KotOR, Star Wars: KotOR II, Super Mario 64, Legend of Zelda: Ocarina of Time, Mirror's Edge, Portal, Fable. I'm sure there's more that I'm not thinking of.
As for the "why so many RPGs" question, I think it's like what GOH! said: RPGs have replayability, most FPSs really don't.