Wow, so many hobbies go well with RPGs. Let’s start with the obvious one, wargaming. RPGs have their roots in wargaming and the two share a whole lot of characteristics, especially combat heavy RPGs. Plus you can use your pretty wargames mini’s in your RPGs if you are so inclined.
Next, boardgames. My first exposure to anything related to RPG’s was the Heroquest boardgame by MB and GW and it really kindled a life long love of fantasy that grew into an obsession with RPGs. Nowadays boardgames have entered a bit of a golden age with dozens of new games coming out each month, many with strong RPG elements, games like Dead of Winter, Imperial Assault and T.I.M.E. Stories.
Third up, reading. I’d argue you couldn’t really enjoy RPGs without enjoying reading to some degree, especially if you are running games. I have hundreds of thousands of pages of RPG material, more than i could read in my lifetime I feel, but that won’t stop me trying, or buying more.
Finally, and this is a bit of stretch because it technically is roleplaying, but LARPing. LARPing takes RPGs to the next level as you very literally play your character, complete with costume, weapons and more. It’s not for everyone but it is great fun.
There are so many more hobbies that work with RPGs, computer games, TV, Movies, Drinking (if playing Drinking Quest), and more, but those are the ones that jump out to me.