A game that I discovered several years back and every now and then get the urge to download and try again: Dink Smallwood.

I have never gotten very far in the game myself (I tend to get bored with leveling up simply so I can survive to make it further--and hence one of the reasons why I did not enjoy WoW when I tried it), but it does have some semblance of plot.

You can even download 'mods' that other people made (or create your own) and have different adventures--I know there's one where the object is to simply trick-or-treating in the village

You can get Dink here:
http://www.rtsoft.com/dink/