Record of Lodoss War -- this was based on the writers' DnD campaign. If you like it, there's a sequel TV series.
Slayers -- spoof series for the high fantasy RPG based animes. I think it holds its own against the stuff it's poking fun at. There's also several sequels to this, but I only like this one and the 2nd one, Slayers Next. Very loosely based on DnD.
Tower of Druaga is based on a game from 1987. It's a dungeon crawler type. If you like this one, there's a sequel. The first episode is almost entirely inside the MC's head so if you find it irritating (I did), get through it to the real story.
Kyou Kara Maou! -- not based on a game, but has elements of the classic RPG type fantasy story
Vision of Escaflowne -- another of the epic fantasy type stories. Again, this one's not based on a game. There's a newer movie version of this one. I'd skip that because it's a watered down re-hash of the TV series.