Yeah, it's a little strange to call a puzzle-adventure-horror game an RPG, but it probably is just because they're mostly made in RPG Maker. Regardless, here are a few of my favorites:

Ib. It's about a little girl who goes to an art museum, which is a lot more interesting (and dangerous!) than it sounds.

The Witch's House. It's about a little girl who gets trapped in an evil witch's house and is trying to find a way out.

Mad Father. It's about...a little girl...because apparently all good horror RPGs must have little girls as MCs. -ahem- It's about a little girl who's trying to find her father in their deathtrap maze of a house.


And a few that aren't quite as good as the above, presumably because their main characters aren't little girls (lol):
Paranoiac, The Crooked Man, Mermaid Swamp, and Schuld.