There are some games, such as Wasteland 1 and Retro Game challenge that have RPGs in them. Can you think of any others?

Of course, since there's so much controversy about what an RPG is, I should set some rules for this topic:
* Anything that "RPG" stands for counts for the purpose of this topic.
* The game being an RPG isn't enough; there must be an RPG inside the game.
* The RPG must exist in some concrete way in the game; having something only appear as a line of text doesn't count. Typically, this interaction would involve the player playing or firing said RPG, or something along those lines.

(The RPG in Wasteland is the RPG-7 weapon, which is the strongest AT weapon in the game; the RPG in Retro Game Challenge is Guadia Quest, a 8-bit retro-styled JRPG that feels more like a dungeon crawler.)

So, can you name any other games with RPGs in them? (Note that this isn't a particularly serious topic.)

You must be really bored to come up with nonsense like this.
But to answer your question, the S.T.A.L.K.E.R games have usable rocket-propelled-grenade launchers. And I suppose many other fps games too.

Doom, Quake, Team Fortress 1-2 etc. I guess?

I think they are just called "rocket launchers" in the games, same thing?

Nanashi no Game has supposedly an RPG in it, but I don't like horror games so I haven't played it. It's mandatory to continue the story, I think?

Also Kingdom of Loathing, the web browser game, features an RPG minigame if I remember correctly. And a VtM styled short gamebook as well. You need to purchase items to access these, or put coins in a machine (ingame items, the game doesn't have any real-world money transactions). It also features other games, like a scifi...

Shadow Warrior (Classic) had a grenade launcher that was my least favorite weapon of the original chapter.
https://shadowwarrior.fandom.com/wiki/Grenade_Launcher

Many FPS have RPGs in them. Many RPGs in modern or future settings have RPGs too. It's one of the more popular rocket launchers in modern or future settings.

I heard that the the three-disk PS1 card game game, "Triple Triad" had an RPG segment in there somewhere, but I don't think I ever really experienced it that way.

Life is Strange: Before the Storm has a scene where the player character joins a D&D game.

It's really cool, and I've been tinkering with making a game that works the same way (basically a CYOA/VN, but with all the writing being a conversation between real-world players about a game they're playing).

"South Park: The Stick of Truth" has one - and it is set in Canada, If I remember correctly :)

True, true! Stardew Valley has one event that is an RPG night with some of the characters. It has a few choices that make it probably the deepest "dialog tree" in the game.

UnEpic starts with an RPG.

IMO, Saints Row 4 has all of the above. 1) There is an RPG rocket-weapon. 2 and 3) The premise of the game is similar to "The Matrix": You are on a ship, which doesn't have role-playing elements, but you "enter the simulation" and "exit to the ship" repeatedly to progress throughout most of the game, and within the simulation there are skill-trees, side-quests, and "text adventures" (the later of which are a game within a game within a game).

SR4 seems maligned by many fans of the series, but I like it more than "Saints Row the Third": SR3 has a gang which dresses in a style similar to Tron, but SR4 is like being Sonic, The Hulk, Tron's Flynn, and an elemental mage within the simulation, and a Nebuchadnezzar crew member outside the simulation. People who want an "Eazy-E gangster fantasy" game might not enjoy it for failing to live up to GTA: San Andreas or something, but as an off-beat Sci-fi/cyberpunk themed action game to play while Cyberpunk 2077 is delayed I'm enjoying it so far.

Doom 2 gives you a rocket launcher in the first level.

Borderlands 2 has a DLC called "Tiny Tina's Assault on Dragon Keep". The story is that it's actually a role playing game.