Looking for a good non-fantasy RPG with interesting characters, any suggestions? (I already played Alpha Protocol, Deus Ex, ME, Fallout, Vampire games).

Especially part about interesting characters is important for me ;)

Have you tried Arcanum? I guess steampunk does have fantasy elements, but it's definitely worth it.
Oh and what about the Gothic series? I wouldn't really class it as 'fantasy' rpg.
edit:oh but the Gothic series isn't great as far as character interaction goes. Though it has a fantastic story and a rich world worth exploring.

In general, I dislike fantasy, simply find it very boring. But the aforementioned are great games.

By non-fantasy I mean something in more modern times or in a future. Also, I already checked all RPGs on GOG :).

Btw. I doesn't have to be exactly RPG. It may be anything with dialog system and moral choices in it.

BioShock maybe? Pushing the "dialogue" bit a bit far, but it's still a really good game.
STALKER and KOTOR too.

Does KOTOR have interesting characters and is there some kind of interaction with teammates?

As I mentioned earlier well developed characters are the most important for me. Even gameplay may sucks ;).

Yes, definitely. Both KOTOR and its sequel are great RPGs.
Highly recommended ++

But KOTOR I and II are fantasy....

Yes and yes. Every character has his own background story but they don't really want to speak about it to a stranger/you. They'll tell you their stories bit by bit so you have to interact with them throughout the game. KotOR has some of the best developed characters I've seen so far and the dialogues (and choices) are great. The gameplay is pretty good as well. You have upgradable weapons and armors, a good choice of skills and an adjustable combat system. It's turn based and you can select the events that cause the combat to auto-pause. If you choose not to pause the combat in any situation it can get a little hectic. Feels like a dice rolling third person shooter where you have to control every character... If you choose to pause it for nearly every action it's turning into a relaxed and very tactical combat system. Every RPG is "fantasy" except for Sims which isn't a RPG ;-P

Surely the OP means Tolkien-ish stuff and such.

On Direct2Drive there is a game...wait no...anyway out there somewhere is a game called 7 Sins which allows you to make choices and interact with other characters. You can choose the moral path or the corrup path. I believe murder is optional.

If you think about it, wouldn't Grand Theft Auto fall into RPG? You make these choices which affects the environment/characters around you. Saints Row too? And Red Dead Redemption...damn not on PC. Or how about Mafia II or LA Noire?

Almost every single game in the universe is technically an RPG because it is a game where you play a role. CoD is an RPG. GTA is an RPG. Battlefield is an RPG. Pac-Man is an RPG

That being said, I think people who make claims like that are just being difficult and arguing for semantics. Thanks to the magic of connotations, we as a society tend to understand the term RPG as a style of game originating from D&D and other such influences, not it's literal definition of game where you play a role.

Fallout is good choice

I've only watched LP's, but I think Geneforge would be up your alley. it has a unique technology/magic hybrid setting, spans five games, and is entirely character and storyline driven.