Hmm, Eve Online if it counts. It had a publisher for 7 months but since then it has been self published (as an MMO, a lot of content has been created and distributed since then). It is an MMO in the purest sense that doesn't reward people abandoning real life to play competitively. It features an enormous player market that is pure ruthless capitalism, the EULA is very lenient on players giving you a very real universe with backstabbings, theft and piracy well within the rules. The PVP and PVE has a real loss system, with potentially billions of isk lost when someones Pimped out pwnmobile is killed.
I'd still be playing it if I had a working computer and a sec status that let me back into high sec.