RPG for open ended play? All of them. I can’t think of a game that I could not play in an open-ended fashion. Maybe Cyborg Commando but that is because it was probably the worst game I ever bought. Coming at this from a different angle is perhaps what can you expect from open-ended play?
Players get tricksy
In an open-ended game the players will become very familiar with the rules. They will want to try stuff that are just not in the rules. Due to this a GM needs to be on top of the rules and able to quickly create house rules on the fly. The alternative is choosing a game that has a lot of rules. This will mean that you more than likely have a probable fall back if the players get tricksy.
Variety of play
Open-ended games are brilliant. That said they take a lot of work. If the Nebulon aliens from Galaxy Theta steal away Prince Caldoran and you run the repercussions and rescue for a year the players are not going to want to do that again in a hurry. You need to be flexible. You need to focus on what the player characters want to do and develop from there. My longest open-ended game was a game of Earthdawn where most of the players had their own thing going on along side anything that I prepared. A Nethermancer had caught a Kraken with the aid of a beastmaster and sailed it up river into a swamp. He created a tower out of it while keeping it alive and was a god to the primitives of the swamp. Others of the group set up a building in Bartertown and formed their own guild. Another character joined the Theran’s in fighting Barsaive and its oppression.
Listen to the players
All of these things came from the players driving their characters. It is good to start an open-ended campaign with some kind of story or set of stories. This introduces the world and game to the players. What happens beyond that should all be something that occurs as a result of the player characters. That said, things should also occur in the world that is not a result of the players, but they should be the driving force of where the story is focused.
These are the main things that I have found in an open-ended game. There are dozens of other issues that can easily be dealt with, but these demand attention. Play long and keep rolling!