IS there a video game where you can do anything

In short No.

Many new video games, especially RPG's, are trying to make the player feel like they have complete freedom in what they do, but in the end its impossible to make a video game where you can literaly do anything that you could in real life.

The closest are the RPG's that are somewhat free-form and offer side missions and challenges like the GTA series and Red Dead Redemption. Next you can visit the Sims until you decide squareville is the pits and you're reday to move back to Liberty City.