Two rather interesting web-based multiplayer games with a persistent universe:
Blogshares is a virtual stockmarket where you buy and sell shares of weblogs. Price is based both on the number of incoming links and also on the market supply/demand. Something like the Hollywood Stock Exchange and its affiliate at MuchMusic.
The Game Neverending is like an adventure game, but much, much sillier. Neat technology behind it, and a lot of thought in the economics, theology, philosophy, sociology. Basically, a playground with lots of puns and funny names for objects. Still in beta.
Secretly Ironic 