The later Myst games allow a lot of freedom of movement.
And I'm surprised nobody has mentioned Obduction (also from Cyan), which is free roaming.
I don't think there are any adventure games that have quite the size of world to explore that Skyrim or ESO do, but I would reinforce the votes for the Vanishing of Ethan Carter, though it is a murder mystery at it's core, so *somebody* is doing some killing, just not you.
I'm also an Assassin's Creed fan (Ezio's story over his three games, AC 2, Brotherhood and Revelation is a really good arc), I'm less a fan of the later characters, but I'm currently playing Rogue, with Syndicate ready for next. Holding off on Origins, which looks awesome, but is too expensive just now, and I'm waiting to see if Ubisoft will do something sensible about the performance issues some people are having, seemingly because of the doubled-up, over-paranoid DRM systems they've used. (I don't know why they bother, it'll be cracked soon enough anyway, even if it hasn't already been, and the only people it really inconvenience are the legit paying customers who get the problems, but that's a debate for another day, and possibly another forum)