Ive been into strategy gaming since the mid 70s, both using miniatures and board based. I'd be curious if there were any actual 'gaming' historians around, but until one turns up I'll put my 2 cents worth in.

Prior to the 70s most games were either military miniature based, board games, card or 'party' games. I cannot find or recall reference to any game that resembles D&D prior to that date. Not even close. Gygax (and Arnesson) seem like they were certainly original in that sense.

A quick perusal of victorian parlour games information reveals nothing even close.

So I assume that D&D will be it, modified from mediaevel warfare gaming.

Note: Prior to Tolkiens series of books fantasy worlds were quite ephemeral. mystical and tenous in nature. Tolkien turned it into a far more hard edged, brutal and mock-medieval realistic genre, far more suitable for role-play. Non-fantasy role play seems to have come after the fantasy stuff. Bedroom role play is a whole other story, perhaps vertexoflife has more information on that given his/her speciality.

RPGS: In 1913 HG Wells published "Little Wars: a game for boys from twelve years of age to one hundred and fifty and for that more intelligent sort of girl who likes boys' games and books." (full text http://www.gutenberg.org/ebooks/3691 ). That may not have been the first war game, but it helped define the genre. Military war games (either recreational games that were military themed or literal militaries carrying out war games or simulations) continued to focus on groups at war instead of individual characters. D&D took Chainmail, a medieval-themed war game, zoomed in to the individual level, added character development in the form of levels, threw in the fantasy elements and changed the industry.

Someone else will have to handle LARPs.