It would be good to know why they don't want to try something else ?
- Is it because they loved heroic-fantasy ? Then you can offer them other variant, going from GURPS medieval to Rolemaster, to Ars Magica to Legend of the 5-ring.
- Is it because they don't want to bother learning another system ? Then you have 2 options, try to introduce to a simple system (and Cthulhu is a good example) or try another setting using D20 system (unless they are hooked on 4ed).
- Is it because they like powerful and flashy power ? Then try a game with Superhero, GURPS Super, Mutants & Masterminds, Exalted ...
- Is it because they don't want to miss an opportunity to level their character so they want to keep playing again and again ?
As you see, there are many possible reasons why they don't want to change, and for each one a different way to tackle the problem.
If you are brave and you have time, you can try a "Full Reskining" of D&D set in a world which suits you.
Full Reskining is that you change the flavour and name of everything, but the core mechanics remain the same.
Example of Modern Reskining: a Ranger becomes a cop, with an ability to select a target (instead of a quarry), can shoot multiple bullet with accuracy, etc... Of course, you have to find either a techno-scientific gimmik for magical power, or take the form of Old religion (Voodoo, Wicka,...) or psychic.
It is a lot of work upfront to translate everything, but after that, it is smooth rolling since the system has been tested and validated.