I don't have my modules at hand to double check (packed up for a move in a couple weeks), but:
G1 and G3 (and G2) -- aren't they pretty much missions? Not dungeons for free roaming.
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I guess I was tacking a bit differently than what you were asking, Bullgrit: I was thinking that each of the above adventures are good examples of modules that have expansion built into them at a fundamental level, to the point that they almost demand that the DM takes up pen and graph paper to add their own material to the published content (which, in my mind at least, makes them more of a free-roaming environment; that doesn't make them as free-roaming as a mega-dungeon but they're more free-roaming than say, B1 which is quite self-contained):
- G1 has collapsed corridors and other areas that lead off the map, suggesting additional encounter areas and/or levels may exist
- G3, D1, and D3 are all part of the interconnected drowic underworld: if the PCs stray off the narrow path of defined encounters, the DM has to design something (or can leverage the massive Drowic Underworld design project over on Dragonsfoot, in the Workshop thread)
- B2 offers the Caves of Chaos, but they have connections to the Caves of the Unknown (which need to be designed by the DM)
- I1 and L1 are much more sandbox-like environs, quite open ended (although, yes, with small dungeons)
- S4 like the G/D modules in particular, names or hints at various additional levels in the environment that aren't detailed; it also has a wide-open wilderness exploration set of encounters, too (which can be expanded by adding in WG4, if so desired)
- T1 offers many suggestions on how to expand the scenario beyond what's present in terms of defeating Lareth; while waiting for it, it certainly screamed "design T2" to me

- WG5 (and its modern successor, the Maure Castle levels from Paizo's Dungeon era) is probably the closest of the modules I named to what you're thinking of as a free-roaming mega-dungeon
All that said, while most of the above modules are mission-driven, their backgrounds are pretty lightweight, so that it can easily be discarded if so desired, without impacting the overall play of the scenarios.