They’re no RPGs precisely, but you might consider trying Freedom Force and its sequal Freedom Force vs. the 3rd Reich. Basically, they take place in a 60s style world filled with superheroes. Gameplay is a real time but pausable and you can choose how to level your heroes in between missions. Strictly linear and not a lot of opportunity for RPing, though, if that’s what you’re looking for. Very fun games and available for pretty cheap on Steam.
Similarly, I am a fan of Silent Storm and its expansion. Basically, it’s a tactical RPG taking place in WW2. Turn based. Its big claim to fame if having extremely destructible environments. Basically, with enough effort, you can destroy anything, which gives you lots of interesting options once you start getting explosives. The story is pretty weak, though. If you liked the Jagged Alliance games, this would be a good place to try next.
If you have a DS and like JRPG style games, The World Ends With you is a great action RPG that takes place in Shibuya.
If you are willing to move away from turn based, then Grumman’s suggestions are all spot on.
Anachronox has a great story, but the gameplay is awful. I think there are mods that let you speed through the fights, though. Indeed, it does end on a cliffhanger, though, and a pretty massive one at that.
Okay, it might fall into the “fantasy” category, but Planescape: Torment is one of the finest CRPGs ever made. The setting is truly bizarre, though, so it is still interesting even if you’re sick of swords and magic.
Since you liked the Fallout games, which are indeed fantastic, have you tried Fallout Tactics? It plays much more like Jagged Alliance than the first two Fallout games. If you go into it expecting a tactical game with RPG elements and not a true RPG, it’s pretty fun.
Oh, also teetering on the edge of fantasy is Arcanum. Basically, the premise is that it’s a pretty traditional fantasy world undergoing an industrial revolution. Thus, you have orcs and wizards mixed up with steampunk and zeppelins.
Hopefully one or two of those sound appealing.