Dragonlance, yo.
The Hickmans conceived Dragonlance while driving in their car on the way to TSR for a job application. At TSR Tracy met Margaret Weis, his future writing partner, and they gathered a group of associates to play the Dungeons & Dragons role-playing game. The adventures during that game inspired a series of gaming modules, a series of novels, licensed products such as board games, and lead miniature figures.
Interesting because they set out to write books by playing D&D, rather than later basing the stories off something played for the sake of itself. These books have some solid "This is what it's like to experience a D&D story line" moments.
The Malazan world was co-created by Steven Erikson and Ian Cameron Esslemont in the early 1980s as a backdrop to their GURPS roleplaying campaign.[6] In 2005, Esslemont began publishing his own series of six novels set in the same world, beginning with Night of Knives. Although Esslemont's books are published under a different series title – Novels of the Malazan Empire – Esslemont and Erikson collaborated on the storyline for the entire fifteen-book project and Esslemont's novels are considered as canonical and integral to the series as Erikson's own.
This is probably one of the most common paths traveled in terms of turning RP into story. A setting is created over the years, and the stories told within it serve as inspiration, example, or base of books to come. These books don't feel like D&D; they're more like the games I played in college, ya know? The darker stuff. The types of games when it was sort of OK for characters to not get along.
Many of the original authors were also inspired by a long-running Albuquerque, New Mexico campaign of the role-playing game Superworld, gamemastered by George R. R. Martin, and many modeled their characters on their in-game persona.
If I recall correctly, there was a point in their gaming where they had to stop so they could all get back to writing! This example is interesting because it was a game played by a bunch of writers, who then organized themselves to write stories about their shared world. Livin' the RP Writer's dream.
So, not only do they make (good) books, they can make (good) franchises in themselves.