The Yakuza games are 100% RPGs as far as I'm concerned. I know Sega doesn't market them as such, but they are. I mean come on, you have leveling up, new skills and abilities, weapons, armor, items, exploration, side quests, random encounters...come on. What more do you want?
Keep in mind that 38 Studios has mostly been throwing money at their unreleased MMORPG. Amalur was a side project that they picked up from a third party. It could well be profitable on its own (though certainly not hugely profitable), but it's not enough to save this company from its own mismanagement.
Final Fantasy VI was definitely the first game that reached this point for me (hence the avatar...). I've lost track of how many times I've played it through start to finish. I'm pretty sure I've managed to discover just about every secret in that game without ever using a guide...
Planescape: Torment might also qualify.
But I don't have the time to play games like that anymore. These days I'm lucky if I even finish a game once.