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The Battle for Wesnoth is an open source, turn-based strategy game with a high fantasy theme. It features both singleplayer and online/hotseat multiplayer combat.

Adventure Game Studio (AGS) provides the tools to make your own adventure, for free!

Tales of Maj'Eyal (aka ToME) is a free, open source, roguelike roleplaying fantasy game featuring tactical turn-based combat and advanced character building.

EVE Online is a free MMORPG sci-fi strategy game where you can embark on your own unique space adventure.