viperfdl: Avernum 1 - 6: So far I only played the first two parts but they where open world.
Geneforge 1 - 5 Avernum 1-3 only count if Ultima 1-5 do.
Also, Avernum 2 has a plot barrier that limits where you can go at the start of the game; it eventually gets lifted, but not right away.
In Geneforge (and probably also its sequels), travel is done exclusively by map screen, so these games don't qualify under the OP's definition. (It's worth noting that Geneforge 1 is structurally open world, in the sense that you can explore in different directions, but it still has the map screen that us used to travel.)
Edit: For the record, the Avadon games are not open world. Blades of Avernum is as open world as Neverwinter Nights and Unlimited Adventures, I believe (personally, I wouldn't count the games themselves as open world, but would instead judge each module separately).