The site Home of the Underdogs uses the term "Freelance".
Freelance games are games that give players a great sense of freedom-- that they can go anywhere they please, and do whatever they want within the confines of gameworld. Although some freelance games may have a larger "goal," the accomplishment of which entitles the players to see the "ending," they are non-linear enough that the players never feel pressured to pursue it. Space exploration games such as Elite and "electronic toy" titles such as Maxis' SimCity are epitomes of freelance games. Although most adventure and RPG games are strictly linear, there are a few notable exceptions, such as Bethesda's Daggerfall. This theme is dedicated to the wild spirit in all of us. Be sure to also check out Design Tool theme, since they offer the ability to design your own levels or entire games -- a great way to explore your creativity :)
Examples of freelance games: Elite (simulation), The Elder Scrolls: Arena (RPG), SimEarth (simulation)