I've seen a few people mention that they'd like to see a sand box book from WotC. Goodman Games has published Robert Conley's and Dwayne Gillingham's Points of Light, so that's an option if you want a Wilderlands-style experience.
You can also build what I think of as a Lego sandbox using pieces from the WotC books. I term it a "Lego" sandbox because you have to piece it together from a number of sources, and it isn't as expansive as the typical sandbox, but I think it could be fun.
Start with the Nentir Vale from the DMG.
Next, add in H1, H2, and H3. For H1, place Winterhaven on the map and place the encounters outside the keep as appropriate. However, you can set up Kalreal as the leader of the monsters in Shadowfell Keep. Rather than an imminent threat, he's rallying creatures and gathering power, but still some time away from summoning the thing in the gate.
For H2, use the Seven Pillared Hall as described, but treat each leg of the dungeon as a separate section of the Labyrinth, placing them on the map and letting the PCs stumble into them as they wish.
For H3, simply add an entrance to the dungeon as you see fit and let the players come and go as they please. The monsters can be trapped inside, or you can space out their lairs and turn it into a big dungeon, with each thematically linked area a different region.
Each of those adventures already has a location on the Nentir Vale map. Really, all you're doing is pulling the plot out of them and treating them as location based adventures.
Next up, pull out your copies of Dungeon Delve, Draconomicon, and Open Grave. All of them have lots of micro adventures that you can place on the map. The delves are all generally location based (or you can spring them on the players as events) and the mini-adventures in the other two books are lairs that you can place as appropriate.
All you need now are some random encounter tables and you're good to go. You probably still want to flesh out some areas of the Nentir Vale, but you have a half-decent start on stocking the entire area.
As I said at the start, this isn't a comprehensive, true sandbox, but it is a pretty good start. It'll at least get you from levels 1 to 10 using almost entirely pre-published stuff.
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