What hobby doesn't go well with RPGs?
I mean, why would you not use what you love in conjunction with each other?
Part of why I love RPGs (a BIG part actually) is that it gives me the chance to use everything, and anything I like in combination to create something truly special. RPGs are the ultimate 'multimedia' works of art. Writing, illustration, reading, research, science, and fandom of all sorts mix to produce the most memorable of campaigns.
I guess I just don't separate my fandoms, and hobbies. To me, it's all integrated. It's not like I'm no longer a Trekkie while building Gundam models. I don't stop collecting faerie folklore books while I'm run Traveller. I may not use everything all together, but all my hobbies apply to each other.
Gundam and spaceship model building, and customizing provides props and minis for Sci-Fi games.
Watching Star Trek shows, while collecting books, toys, etc. benefits my Star Trek games.
Collecting books on faerie folklore contributes ideas for Ars Magica, Faery's Tale Deluxe, and others.
Collecting comic books, and watching Superhero movies, and TV shows goes hand-in-hand with running, and playing Superhero RPGs.
Truth is, I'm just scratching the surface. Other hobbies I have that you may, or may not know about that see their way into my games are cooking, knowledge of coffee, knowledge and care of dogs, general zoology, astronomy, and astrophysics, SETI and exobiology, collecting and reading old Science Fiction books, magazine articles, and art, Anime/Manga, the Muppets, some French cartoons, and comics, and a number that I no longer partake in, but have knowledge of such as fishing (including ice fishing), Winter sports (sledding, tobogganing, ice skating - though I was never good at the last one), and vintage radios.
I can't really answer this question concisely. It is too broad a subject, too open ended.
To me, if you have a hobby you can't apply to gaming, you are either gaming wrong, or you need a new hobby.