Thunderstone: I doubt it considering the economy in most rpgs are all about collecting and selling bear asses and mugging for gold.

strixo: Don't know if these will count as RPG, but Mount and Blade: Warband (unmodded)? Easy to run out of cash on that game.

There's X series, but we're departing further...

anjohl: To expand on my question, I would like a game that I can play one single file for a very long time. In short, think of Borderlands, where the gameplay is not incredibly story driven, or Pirates, where an "instance" of the game is short lived enough to not suffer from a lack of narrative.