The opposite of a plot railroad is an open sandbox. This is the kind of setting where the players can go anywhere they want and do anything they want.
I admit that I have a personal preference for sandbox adventures. They really make me feel like I have the choices and I make the decisions. They tend to promote creative ways to solve problems, too.
If you are in a dungeon and the door to the next room is locked, you either pick the lock, break the door, or you backtrack to find the key. In a sandbox, those might be possible. But maybe you have to ask somebody to let you in. Maybe you can get the credentials to earn the key to open it. Maybe you can find an alternate entrance that isn't locked.
In a sandbox adventure, you do need to work extra hard to make the settings. You should know your people and places very well. There should be activities to do and adventures to go on, but maybe there are a lot of little things to do. Maybe a grander story becomes apparent only after digging deep into the goings on of the locale.
Most importantly, though, you need to let players make their own adventure.
When I GMed a Call of Cthulhu game, I made it be a sandbox. I had a plot, and the characters caught on and followed it, but they truly took the game in directions I never conceived of happening. Even though it could be frustrating, I let them do it. This was their game. They got to do what they wanted, and I would not let the plot railroad make any stops there.
The sandbox setting doesn't quite work outside of gaming, since it requires players to be interacting with your world. However, I do like the idea of writing a story about a character living in a city who solves problems in a non-linear fashion, visiting different places over again with new information and trying different things. It may read linearly, but from a writing perspective, it sounds way more enjoyable to make.
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