>>543182419
Funnily enough, Oblivion can play exactly like this depending on when you trigger the gates to start appearing/go to Kvatch. Morrowind too, with Blight, like the other guy said.
Not exactly CRPGs either, but some Pokemon games pulled it off as well, with the start just being becoming a master then the bad guy team causing a major threat later on.
One final game I think's worth mentioning in the vein of changing the game world is Dark Souls; the loss of the maiden was an excellent demonstration of how to change the world in a way that will effectively motivate the player without breaking immersion.
I know these aren't really CRPGs I just wanted to post because I really like when games do this. Actions have consequences, and I think most gaymers are conditioned into ignoring this through quicksaves or looking up guides beforehand. More games should encourage players to avoid savescumming and spoiling themselves, not through making it difficult, but by simply making it more fun not to.