Lego City: Undercover is basically Grand Theft Auto with cops. And Legos.
You can run around a very open world, albeit block-like, in Lego City: Undercover, an upcoming Wii U game with some cool features. Don't expect blood or prostitutes here (this is still very much a Lego and Nintendo game), but Undercover really does have that Grand Theft Auto feel to it, as you walk and drive around an open city, following missions and interacting with civilians. Check out extended gameplay in the video below.