What the title says and yes I know Fallout New Vegas, and no I would not consider Deus Ex that because it is a bit linear and there is load times between worlds.

Is there similar RPGs like ES and Gothic?

Arx Fatalis?

No to your first question and yes to your second question.

Fallout 3, Fallout: New Vegas, Two Worlds, Two Worlds II...

Well the only thing similar is Ultima Underworld, but that is only in a massive dungeon not outdoor open world sandbox ala GTA, ES, and Gothic. Already mentioned those (and despite not writing Fallout 3 I still imply it)

Also Risen 1 + 2. I didn't play much of Divinity 2 yet, but I had the impression that it's also a fairly open game.

Actually, Might & Magic 3-6 are 3d open world sandbox RPGs as well (I haven't played 7-9, so I can't tell whether those would qualify). They probably aren't what you're looking for though.

I played Risen completely, but I didn't mentioned it because, although it is big, all the game is based in a small island, and it is kind of linear, with the same one or two paths to get to any place, and very small "towns". Not really a sandbox.

I haven't played Risen 2, so I don't know about it.

Mount and Blade, in particular Warband.