Open world, free roam, or (more loosely) sandbox are terms for video games where a player can move freely through a virtual world and is given considerable freedom in regard to how and when to approach particular objectives, as opposed to other video games that have a more linear structure to their gameplay.
Video games with open or free-roaming worlds typically lack the invisible walls and loading screens that are common in linear level designs. Generally, open world games still enforce many restrictions in the game environment, either because of absolute technical limitations or in-game limitations imposed by a game's linearity. Examples of high level of autonomy in computer games can be found in massively multiplayer online role-playing games (MMORPG) or in single-player games adhering to the open world concept such as the Fallout series. The main appeal of open world gameplay is that they provide a simulated reality and allow players to develop their character and its behavior in the direction of their choosing. In these cases, there is often no concrete goal or end to the game.
Some popular and most recent games implementing this include: Xenoblade Chronicles X, Final Fantasy XV, Metal Gear Solid V: The Phantom Pain, Watch Dogs 2, The Witcher 3: Wild Hunt, The Elder Scrolls V: Skyrim, The Legend of Zelda: Breath of the Wild, Horizon Zero Dawn, Grand Theft Auto V and Minecraft.