There are a number of series or games that fit the bill of being similar to the Elder Scrolls series. The genre that TES sits in isn't unique to it - that genre of course being of the nature that it is open ended, free world with a focus on being able to have 'choice and consequence' to a degree. Within this genre the well known constructs of having decent dungeon deviling and non combat related activities are well known. As such the series itself did not start this genre and there are a fair amount of titles that predate it that are also within the realm of possibility for interest in relation to the series. Because I have a vested interest in this genre as a whole, I know a fair amount about the games within it I can list a large number of titles, I will do so somewhat chronologically so that perhaps you'll find one of interest.
Of course to begin there are all the titles in http://en.wikipedia.org/wiki/The_Elder_Scrolls that follow the gameplay traditions to a degree in all the titles. Arena and Daggerfall are freeware while Morrowind and Oblivion are both available to buy for a fairly low price. As well from Bethesda there are the modern http://en.wikipedia.org/wiki/Fallout_(series) games as well as the other games in the series - all of which to a certain extent emulate aspects of the genre as a whole.
Other modern games of some interest would be the http://en.wikipedia.org/wiki/Two_Worlds_(video_game), http://en.wikipedia.org/wiki/Gothic_(series) and http://en.wikipedia.org/wiki/Divine_Divinity series. All of them have a fair amount of free-form gameplay as well as choice. While some of the titles in the series are either somewhat aged (Gothic) or at a different style then the Elder Scrolls series (Divinity) they are all easily available online from various places and quite enjoyable.
Getting into older titles there are still quite a few, which have been mentioned already. These titles vary in their degrees of freedom or accessibility but overall are great choices if you're looking for something different. My personal favourite series of all time is within this - the http://en.wikipedia.org/wiki/Ultima_(series) series. This series of games created most of the aspects of rpgs we know today (and is said to have created the staples of jrpgs we see even today). With the 7th installment 'The Black Gate' you will get what is probably the most detailed world simulation in a videogame to date, but all the titles after the first couple are great choices to play. While somewhat difficult to find today, you can buy them used online through eBay or such for quite a cheap price.
Another older, but great choice is the http://en.wikipedia.org/wiki/Might_and_Magic series, they are a first person party based rpg series that pokes a little fun and allows a lot of freedom in exploration (which is one of its mainstays), a similar series in most ways would be the http://en.wikipedia.org/wiki/Wizardry series. Both of these series are fairly old, but classics and pretty easy to get copies of online.
Now this isn't a very large list or really even all that good of a list, however it will point you in the right direction for some major series that could peak your interest to try out. Other games that may be of interest would be little series like http://en.wikipedia.org/wiki/The_Magic_Candle or all the http://en.wikipedia.org/wiki/List_of_Dungeons_%26_Dragons_video_games rpgs that have been out over the years.
If you're looking to find these titles listed above, or similar your best bet is to first check out such sites as http://www.gog.com and http://www.gamersgate.com/ before looking on eBay, because lately a lot of these old series have been appearing online for quite cheap.
Hope this helps.