The very first one that I can remember was the Ultima IV-VI trilogy (yeah, I know that's technically 3 games, so !V would be the very first):
But those were the games that really hooked me into the RPG genre. And, hey, the trilogy had cloth maps for each game! I've always been a sucker for cloth maps, you just don't see things like that anymore unless and occasional collector's edition has them.
I played the rest of the Ultima series as they came out, until EA killed off the single player games, ending with the heavily criticized Ultima 9. The Might & Magic series through #9 (though it was terribly broken in parts), the last 3 Wizardry games (especially Wizardry 8), the Realms of Arkania series, and the Ultima Underworld games. Those are what come to mind off the top of my head, but that Ultima trilogy was the break through set of games for me.