I love open-world games, here's a few recommendations, but sadly, there's not many games like these:
TES IV Oblivion: The vanilla game is not very good, but mod the hell out of it, and you have an amazing game (recommended mods: Oscuro's Oblivion Overhaul, and a level system changer, like AF Leveling Mod or Kobu's.
See here )
TES III Morrowind: Amazing storyline, ambient, and a true and amazing RPG experience. Oblivion lasted longer for me though, because of larger modding community and stuff like that.
TES II Daggerfall: One of the best RPGs ever, gets a bit repetitive, but I still have tons of fun doing dungeons all the time. This game offers more freedom than any other game out there.
Gothic series: Another amazing Open-World experience, Gothic II is my fav. Gothic 4 is coming soon too, looking forward to that one.
Risen: Basically a Gothic 4, the game is good, really good. The only thing that I hated about it is the small "world".
Fallout 1 & 2: Not sure if you played the previous Fallouts? They are open-world (with much more options too chose than in FO3), combat is fun once you get around it. I love the character development on these. If you haven't played them, I recommend playing 1 first, it has a much better start, unlike the second one, where starting is boring as hell, but the world is
much larger, and gets better once you get economically settled.
Ultima IV, V: If you don't mind 8 bit graphs, Amazing RPGs.
Divine Divinity: Diablo-esque game, really good too.
Sacred 1 & 2 (1 is better): Same as above.
S.T.A.L.K.E.R games (Shadow of Chernobyl, Clear Sky and Call of Pripyat): Plenty of freedom, though not as much as in FO3. It has a
very similar ambient to Fallout 3, since both games are in a mutant and radiation infested land (STALKER games take place in Russia, areas surrounding Chernobyl, where a second Nuclear Disaster has occurred, breeding mutants, and objects that people call artifacts, this is where "stalkers" come in, people looking to make moneyz by collecting these rare artifacts for profit). SoC, the first one in the series, offers the best Storyline, but possibly the one with least freedom, the second one added tons more freedom, but failed a bit in the quest-side, while the third one was great in freedom, quests, and gameplay.
Offers a few RPG elements (quests, collecting equipment, buying/selling.)
X³: Terran Conflict : If you like space sim, this one is probably the best one. Become a pirate, trader, army soldier, merc, really offers tons of options (you can even own companies later on, and construct your own space stations, mining stations, etc), but it's REALLY hard to get started.
Not-so-open good RPGs (non-linear, but yet not really open-world):
Mass Effect 1 & 2
Fable
KOTOR 1 & 2
That's all I can think of for now owo. If I forgot one I'll edit, though I doubt I did, there's not many games with the kind of freedom Fallout and Betsheda games offer.