The first that spring to mind are the console adaptations of Warhammer and Warhammer 40K, like Space Hulk: Vengeance of the Blood Angels (PSX/Sat/3DO), Warhammer: Shadow of the Horned Rat (PSX) and Warhammer: Dark Omen (also PSX). There're PC versions of those, too.

..But now that I've taken another moment to think, those aren't really the sort of games you're asking about adaptations of. Pen-and-paper RPG-wise, well, you have Shadowrun on Genesis and SNES, the swath of AD&D releases spanning numerous consoles, the three Hunter: The Reckoning installments across Gamecube, Xbox & PS2, and then the Mechwarrior games. There have got to be more.