Fabled Lands was a series of sandbox game-books where each book is a world for you to explore, instead of a being a single quest, and you are can freely move from books to books bringing your inventory, titles and riches over.
The series was planned to be 12 books long…but alas was discontinued. However, the 6 published books have resurfaced as a Java app which handles all the navigation, dice roll and inventory. Do check it out.
Be warned, it’s addictive! I have just been playing for 2 nights and has just started on the third book.