How could i forget Panzer Dragoon Saga. It is really one of the best , if not THE BEST, rpg ever.
Also, there is Shenmue. It is not really an rpg, i have it and i like it, it got a really eerie fealing. It is an fmv game, but a very good one.
It scared my little brother, he doesn´t dare to watch me play it anymore.
There is also Virtual Hydlide for Saturn. It is an action rpg that has REAL BAD grafics, but a cool different engine, with huge random worlds and some nice light effects. (a bit into the game, in a cave, it think it was the first Saturn game that used that type of light effects.)
But sadly enough mostly Saturn rpgs are japanes, but if you can het over that there is fantastic games like Grandia to play. Check
www.sega-saturn.com and check the rpg section!