Old CRPGs are amazing to me. While most people tend to look at western RPGs as being more of an open adventure and JRPGs being the telling of an epic storyline, there's obviously crossover between the two. The Ultima games were a really big deal in Japan and definitely inspired devs at the time. Japan had really, REALLY robust computer RPG development in the 80s and 90s and it's fun to get to know the games and see names involved in their development you might recognize today.
Back to the west though, I really liked how many of the games felt like a grand adventure. You can really feel the pen and paper inspiration even if you yourself never played D&D or similar. The games often threw you into the adventure with the main character simply being your avatar (quite literally in the Ultima series). Of course, when I think "retro" I'm looking way further back than the pre-rendered games. Before Baldur's Gate, Planetscape, and Fallout there was the Dark Sun games which are still a lot of fun if you give them a shot. Al Qadim was fun, but I think a better take on that style gameplay was Conan the Cimmerian. Darklands is fun.
A semi-unknown game that's getting long in the tooth but still under development is called UnReal World, a wilderness survival-based roguelike. Being an outdoors fanatic (a complete contrast from gaming I realize) this is still one of my favorite games and has effectively ruined all other "survival" type games which I deem as inferior.
I know many of these games will be inaccessible to a lot of you just because they're so simplistic on the surface and seemingly not worth investing time into and learning to bend your mind around the game to immerse properly, but they're probably my favorite to collect and play. Not just RPGs, much less western, but any classic computer games really.