I doubt there are any games like that, unless metaphorically you mean that the real world is a game itself. All games must require some kind of space or unit it is made out of..
SecondLife
Well, all the games like that have to have installation unlike club penguin that is another kind of game though.
-zwinky.com -secondlife.com -meez.com -whyville.com - or search google for similar games like imvu for more
ubi world
Runescape is somewhat like world of warcraft, though it is not a complex, it is free.
Silkroad or Runes of Magic.
There are games similar to Roblox, but none of them are free. You may want to try Runescape or World of Warcraft.
Maplestory, World of warcraft (now that it is free to lvl 20)... games like that
There are plenty of games like minecraft for free, like infiniminer and manic digger.
fate and warhammer onlinemay i suggest runescape the free online game
There are a lot of games that are like World of Warcaft but free. Most of them don't stay around very long, or have their player-base so low that the game is not viable.
To be honest I have no idea I just like answering questions 