As others have metioned: See Warcraft 3's Expansion The Frozen Throne. Here's a summary for those who haven't played (Spoilers I guess) and/or aren't interested in this style of game.
In the Undead campaign one of the central characters is Arthas, the first Death Knight for the Lich King and his champion. You commonly control Arthas in your missions (since his story has been the main focus/jumping off point for both WC3 and its expansion).
In the start of TFT Arthas is the level you acheived from the original, WC3, the max level of ten. The first mission features Arthas escaping a city where the Undead minions around him have gone rouge, as the Lich King is being assualted by the heroic yet cowardly (this is due to a number of reasons, Illidan heroically strung himself up for the betterment of the world and his race the Night Elves many times, however he is drawn to power and fears death creating an interesting clash in his personality) Demon Hunter Illidan. Because of the assualts on the throne the Lich King is being unhinged, he can't extend as much as his power and his influence.
This is what is causes the undead to start going rogue, and causes Arthas to weaken as the story progresses (Arthas' draw of power comes from the Lich Kings sword Frostmourne and as the Lich King weakens so do Arthas and Frostmourne as a result). At the start of the game we get to wield Arthas in the height of his power, max level with all abilities ready to use. As the game progresses his power weakens, he has to struggle with the idea that he may simply die before reaching his ailing master, and may infact already be too weak to save him.
Arthas must forge bonds with new allies and old ones, using rather than his raw strength and brutal unrelenting power of will (the drive which was his downfall into a pawn of the Lich King), and use a more tactical and slow approach. We see Arthas struggle with the fact he can no longer exert his power and control lesser undead, and also coming to terms with the fact he can no longer do it "alone," nor go into battle alongside his comrades, being reduced to a mess, as weak as his common warriors.
Overall it was an extremely compelling and memorable storyline, that gave an interesting twist to the gaming aspect surrounding it as well. I would genuinely like to see more like this, and not nessercarily in an RTS game.