I can tell from these 6 words the only game with a semblance of sandbox elements you can think of is Minecraft.
Since GTA 3.
GTA is both a narrative series and a sandbox game series but is primarily a sandbox series. In every GTA game you can just do whatever you want once you get past the first 1 or 2 boxed-in missions. I think GTA V is the one that takes the longest to get you going.