Fallout 3 is the upcoming one that springs to mind - and, as a corollary, fallout, fallout 2 and fallout tactics will as well. They are some of the best games ever made; definately some of the best RPG's, however they are a bit oldschool (fallout was like 1998 or summat...)
Erm... as for recent, ones... only Hellgate: London that springs to mind, having played bits of it, its very much like Diablo 2... only with a Half-life 2 engine. In that its gameplay has not advanced one iota from Diablo. But if you loved Diablo, you'll love Hellgate.
Only other ones that you might be interested in is Oblivion and Dark Messiah of Might and Magic - they dont have guns, but they are first-person. Dark messiah is pretty pants but can be well entertaining (Its all about kicking people into spikes and off cliffs), I'm sure you've heard of oblivion.