This to me was one of the main draws of Star Wars Galaxy the MMORPG released by Sony Online Entertainment in 2003. It eventually suffered a painful, protracted demise, but up until that point it was a very fun look at the Star Wars universe; it let you customise your characters skills to a pretty significant degree, choosing from combat skills, healing, crafting and even entertainment and politics.

If you wanted to live the life of a small town moisture farmer on Tatooine you totally could, hell you even had the opportunity to corner the market on such things because of the player driven economy. I remember trekking across Naboo by landspeeder to visit a tailors because I wanted to dress my NPC vendors in fancier clothing and I had heard, through word of mouth, of this fantastic little village hidden away which had deep discounts.

I am not sure any other game has since captured that minutia of the Star Wars universe (or any other fictional one for that matter), while still allowing players to choose their own story and give their characters the life they want them to have.