toxicTom: Also worth mentioning:
Cybermage - Darklight Awakening (1995). It plays shooterish for the most part, but has some RPG elements (it's by David W. Bradley) and NPCs to talk to and story.
I liked that game quite a lot. It's a perfect example of the RPG to Shooter convergence given its author ;)
I think that was slightly too early for shooters to really go narrative heavy because they were absolutely dominated by multiplayer - for me personally that was something that got me away from FPS though I did enjoy stuff like Wolfenstein, Duke Nukem, Hexxen or Heretic.
Bungie with Myth already innovated the solution, but that was a cult classic. Blizzard were the ones that showed anyone with eyes to see that you could separate the narrative driven single player experience, from the pure multiplayer experience, and therefore serve two market segments with one common development investment. Roll in the dough - of course this is not discounting the production values of a company like Blizzard which were certainly high. From then on it was a matter of time until someone did it in FPS. Which was Valve of course, regardless of any other innovation precursors also in the FPS genre.
By the way, something that shows how FPSs were behind the curve are space action games. Look at something like Wing Commander, Privateer for action games with a strong narrative flavor - see how much earlier that happened than for FPSs. Of course in this case it's flight sims and therefore wagames that carry the pedigree instead of RPGs, which goes back to the dynamic campaign vs sculpted scenarios distinction I mentioned higher up.
Still I'd say a Wing Commander has more in common with for example Hitman than it does with Elite when you look at the gameplay structure you are mastering. And the tension between sandbox (dynamic campaign) and mission narrative is alive and well in the 3D "FPS" genre - by which I mean GTA likes.