Phantasy Star Online (Windows, 2001)
A port of the Dreamcast game for Windows. Don't let the "Online" part fool you - You can play it offline, making it one of the few, if not the only, MMO game that does not depend on a central server. Your character data is saved locally, meaning you can still play with them long after the official servers were shut down.
Old VHS footage from the Dreamcast version: