Fire Emblem: Sacred Stones for the GBA tried to offer freedom. General consensus seems to be that the game sucked hardcore because of it. The game basically fell apart because if you used the sidequests, you tended to become WAY too strong for the main quest.
But besides that one, no there is little to no sidequesting/freeroaming to be had. Fire Emblem is on railroad tracks, and they'll be damned if they ever let you hop off the train again!
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