I've played the character I wanted to make perfectly to the way I wanted to in the game simply called "Elder scrolls 4: Oblivion" I am the Grey Fox!
oh, you wanted games I don't RP in and why....... hmm.
WoW, because even though I enjoy all the lore in the game, it's simply not set up for most to "RP" in. It's set up to be a grinding repetitive type game, where you kill the same big bad boss guy over and over again until you get that special item you want.
Sure, there's plenty of quest chains that are very long and detailed and kinda cool, but after you're all said and done and saved the world from impending doom, you can wait a week for the raid instance to reset, and go back and kill mr. super bad dude all over again, which, does take away from the whole "the whole world depends on you succeeding" atmosphere you get from the npc's when you get the quests from them.
I suppose you could say, just do the quest chain once, kill the end guy and say you "beat the game". But thats where Blizzard's evil genius to get you to keep playing comes in. Takes 25 people to get the big baddies at the "end game content". Each baddie drops 4 pieces at most of items, out of a loot table of possible drops of 10-20 pieces. Guarantees most people have to kill him again to get the items they need to continue to have the needed gear to be able to even stand a chance at being able to defeat the next "all powerful" baddie that lies in your path.
So, I guess, I don't RP in WoW, because the way the game is set up, to be able to see the cool end game content and all the game has to offer, the mechanics simply don't support it, when you try to "rationalize" your character's actions.