Jonathan Drain crawled out of the dungeon (an excellent article one ought to read). I’m going a bit further explain some ways of gaming that don’t fit his definition of adventure, which is: any series of exciting, heroic events involving a group of heroes who set out with a purpose. As previously, this shall happen without the rails.
First, it should be noted that many gamers are in for the co-operation, excitement and eventual triumph implied by an adventure. That’s fine. Go play, have fun. Maybe there is something useful for you in this post, maybe not.
So, how to get off the rails and the adventure at the same time? First way is to break the party. Not merely split it, but to stop assuming it at all. The problem is in keeping all players engaged regardless. Sending them out of room or using notes are, obviously, very bad ideas. So one must trust the players; trust that they will not abuse the metagame information, but either ignore it or use it well. The simplest way of keeping all players engaged is cutting between their characters rabidly. First ask what everyone is doing, then play every situation a bit at a time, jump to next, play a bit of it, and so forth. A good alternative is to recruit players to play NPCs when their characters are not present, assuming the players are willing. It is also beneficial to have the player characters interact with each other as much as possible, because it inherently involves more than one player and gives more time to think, or to play the scenes of other players, whichever suits the situation and the group.
Three or four independent agents will make planning kinda difficult. So, the key is to define a number of NPC, their motivations, and abilities (including the people, money and influence they have at their disposal), after which playing them is just like playing a PC, but at a less accurate level.
Another way to get out of the adventure is to break the heroism. Maybe the characters or their achievements are not heroic. “Realistic” drama can be compelling, as long as everyone is interested in it. Or playing “evil” characters. Or other fiction that can be taken as nonheroic. To not start a semantic argument about heroism I will leave it undefined (the easy solution, I hope). Key in making nonheroic games interesting is in giving the player character power to influence something relevant. Saving the world from Cthulhu may be out of question, but saving your relative may be possible. Or trying it may be possible. Real choices are what makes all gaming worth it (in my not-very-humble opinion). Extra care must be taken to provide low-power characters with meaningful choices. Ditto for evil ones; moral dilemmas don’t work quite as well on them.
Third way to break out of adventure is to leave the purpose. I do not advocate purposeless play (it is boring), but play where the characters don’t have clear quests or such can work. One method of accomplishing it is to build a relationship map of characters tightly involved with each other and the PCs, but where people want conflicting things from the PCs. They can’t please everyone, which creates conflict, but can alter the situation to any way they will. Adding some external pressure to the situation usually manages to create a good game. The NPCs should be played according to their motivations and capabilities, as before.