So I'm in "need" of a Strategy game (real time, turn based) or RPG but that works in windowed mode!
Don't ask, it's just useful for me lol
Anyway, thinking about Fallout (1 or 2), Masters of Orion, another one maybe?
Do any of these games work in a window? Thanks :D

All Heroes of Might and Magic games work in windowed mode. However for HoMM3 to run in such way you have to set color depth on your desktop to 16bit.

Well, all DOSBox games will basically work.

Sort of. Under a Killing Moon works but every time I ALT+Tab it get's buggy.

The Might and Magic games and the Ishar series work in windowed mode if you fancy some very old school RPGs. Just press alt+enter (this should work for all dos-box games).
EDIT: So does Stonekeep

What about the Orion duo?

orion games both run under dosbox
so alt-enter works

Disciples 2 works in window although I think only the expansions.

Realms of Arkania 1+2 also. In fact to my mind RoA and Might & Magic both actually look a lot better run windowed at the original resolution.

Pretty sure all 3 of those will work under windowed mode using DosBox (which the GOG versions here all do). Not 100% on MoO/MoO2, but since they are the DOS versions of the games, I don't see why they wouldn't work windowed. I am pretty sure i played Fallout in windowed mode, I'll go test it now.
EDIT:
Apprently I remembered Fallout incorrectly. I didn't play it through in windowed mode. I had thought it was a DosBox game, but it isn't. However, I did find a work around that seems to work for some folks in the GOG Fallout forum.
EDIT2:
I know with 100% certainty that Master of Magic will work in windowed mode through DosBox when that comes here. I actually set that game up via DosBox a year or so ago, and that is how I played it.

Ok, will try that Fallout mod since I just bought it :P

Fallout 1 & 2 definitely had DOS versions. I'm surprised to hear that they've used the Windows version, since the two versions are nigh indentical and it should be possible to run the DOS version on a great many more systems using Dosbox.