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Emachine9643: Fallout has caps
That's still a monetary system, just with an unusual currency. Same goes for the Metros...
The settlers series (well, at least the first four).

They all operate on actual resources, you don't have money that could buy everything.
I guess many adventures fall into this category:

Broken Sword, Deponia, Edna & Harvey, Kings Quest series, Space Quest series, ...

or puzzle games

The Incredible Machine, ...

also certain strategy games

Chess games, ...
Post edited October 20, 2015 by Trilarion
Here are a couple interesting examples involving games that *do* have currencies.

1. Chrono Trigger. There is a currency, but when you travel to prehistoric times, you will find one person who asks for items dropped by enemies in a certain area instead of money.

2. Secret of Evermore. There are 4 areas in the game, and each has its own currency. You can convert from one currency to another. (Unfortunately, for most of the game the game is linear without backtracking to earlier areas allowed.) In the second area, there is also a bazaar where much of the trading involves items rather than money.

Also, ActRaiser, Soul Blazer, and Illusion of Gaia don't have currency. (The gems in Soul Blazer are really MP (though without a reachable cap, which is unusual), not money.

There are, of course, games where money exists, but is largely irrelevant after a certain point because there isn't anything worth spending it on.
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timppu: I don't quite understand the point of this thread. Is it some kind of "games with no capitalistic agenda"-list or what?

That said, The 7th Guest didn't have a monetary system, so I think it qualifies as a commie game.
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Telika: Later posts of the OP have clarified what he meant. He didn't have in mind game genres with gameplay where currencies don't make sense (adv, etc), but genres where money or gold is most often used as a measure or exchange tool.

I concur with the feeling that almost all games have this underlying "capitalistic structure", just because it's our culture and we tend to repeat the forms we are familiar with. In some cases it annoys me, because it sets limits to imagination (alien societies), to understanding (real life exotic societies) and to gaming itself (although to a lesser extent). But this "capitalistic structure" isn't defined by money itself.

For instance you have action games without money where you still accumulate points to "invest" into better means to accumulate points, in order to "invest" them into faster tools of accumulation, etc... Your character, or his gun (and its upgrades) are a capitalistic endeavour without banknotes. Or you can have exotic societies that play like lazy re-skins of our own, with salaries, guilds, careers, or a purpose of accumulation and maximisation of production, any of which could have been absent from their historical realities. Pet peeves of mine include : native american societies managed like european capitalist companies, pirate games with monthly salaries for the crew (sid meier got that right, btw), etc. It's a waste of opportunity to simulate and explore actual alternative, unfamiliar systems, as we end up with perpetual mirrors instead.

It may be what the OP has in mind somehow. Games that offer more original structures, and escape our so-obvious-that-we-cannoit-think-outside-of-them exchange or progression systems.

I'll just give a weird exemple : I was following the development of a (now vaporware) alien invasion shooter, a side scrolling shoot them up where you got to pilot a huge alien mothership and fight through waves of human armies (helicopters, tanks, etc). Basically, an ID4 where you played the invaders. Of course, it involved progressive upgrades for your mothereship, better lasers, better shields, etc, and these upgrades were unlocked by the amount of human forces you had destroyed. However, this amount was tracked by a number with a dollar sign on your alien interface. It was as if the extra-terrestrials were being paid (in dollars) for the amount of destruction they managed to do, and used these monetary rewards to buy better weapons. I nitpicked that this felt annoyingly non-alien, and that simply having a different unit for this amount would have kept the principle more abstract, less out-of-place. The devs' rationale was that players immediately understand what's going on when they see dollar signs, they immediately grasp that they are accumulating a currency for upgrades. So, there, immersion versus ergonomy (or immediate readability).

Now, question. Would this difference ($ becoming * or whatever) have changed anything ? If these were stroglumf force waves instead of dollar coins, would the game fit the OP's criterias ? Would it be relevant to what he meant by "without a monetary system" ? The structure would have been the same, and it would still be a currency (though you could rationalize it in many different ways). But the thing is, it would have been apparently prohibitively unfamiliar to the player (for the sort of simple basic shooter that was meant), because not having a dollar or a gold coin, or not thinking in terms of monetary earnings and trades, is too original for us.

In my eyes, that's a limitation (in this case, as immersion-breaking as ID4's virus-vulnerable alien computers). But it illustrates how often games fall back into our familiar symbols and systems of exchanges. So, listing games that break this mould is not entirely uninteresting. But again, I'm not sure of the relevancy of the choice of unit, as opposed to actual gameplay structures.
Telika, you nailed it!

Okay, updated list:

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Games without a monetary system
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(Click here for Gog-mix)

Children of the Nile
I play games to experience realities radically different from everyday life. So why does almost all game have to imitate our capitalistic system? Does all gaming worlds really need a buy/sell GUI? Here is a list of games which bravely avoids money!

ZafeHouse Diaries
Text-based survival roguelike where you control a group of humans in a zombie appocalypse. Loot buildings for weapons and food, build stuff, and take as much with you as you can carry.

Banished
City builder. Use manpower and natural resources to create your village.

Don't Starve
Most games inspired by Minecraft adds a monetary system, but not this awesome roguelike. Collect natural resources, build stuff and stay alive one more day!

INDEPENDENCE WAR 2: EDGE OF CHAOS
Lets you trade commodities for ship systems / weapons / ammo, and you can manufacture some ammo (and a few other things, I think), but there isn't an actual currency or specific collected resource. The trades themselves are somewhat random, in that there aren't any fixed trades such as 4x Ersatz Coffee can always be traded for 1x Quad Light PBC.

DEAD STATE: REANIMATED
Zombie Survival. Currency free, just supplies you find.

THIS WAR OF MINE
Sim where you play the role of civilians trying to stay alive in a war zone.

SIR YOU ARE BEING HUNTED
Avoid being shot by robots, and loot everything you find.

POPULUS
Regretably I failed to buy this series when it was on sale. But it should be currency free.

MASSIVE CHALICE
Turn-based permadeath strategy where you breed your warriors over several generations.

REBUILD 3: GANGS OF DEADSVILLE
4X zombie survival city builder.

SETTLERS (entire series)
The first 4 games in this series operates on actual resources.

DEADNAUT
Lets you trade knowledge for schematics which lets your build various goods.

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timppu: I don't quite understand the point of this thread. Is it some kind of "games with no capitalistic agenda"-list or what?
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Sarisio: Like heroine from Racketeer says: "Capitalism Ho!"

Btw that Racketeer game is exactly the opposite of what OP asks about. In this game you try your best to get maximum money out of adventurers, guild masters and other random people, it is a whole art of how to sell some rotten fish for 260% of its normal price XD

I think someone needs to make thread "Games where in-game currency is actually useful", as in most games you end up with millions upon millions of gold and nothing interesting to buy.
Hey, great idea!

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Games where in-game currency is actually useful or fun
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(Click here for Gog-mix)

METRO 2033 REDUX
Bullets used as currency.

FALLOUT
Bottle caps used as currency.

BATTLE REALMS: WINTER OF THE WOLF
Innovative strategy game where you use water and rice as currency.

SUNLESS SEA
Echoes as currency? Seriously, someone claimed this, so it must be true.

LEISURE SUIT LARRY
One of the are adventure games with a currency system.

RECETTEAR: AN ITEM SHOP'S TALE
In this game you try your best to get maximum money out of adventurers, guild masters and other random people, it is a whole art of how to sell some rotten fish for 260% of its normal price.

LITTLE INFERNO
Burning-stuff-simulator, where the stuff you burn produces currency which can be used to buy even more stuff to burn.
Post edited October 20, 2015 by KasperHviid