An overworld is, in a broad sense, an area within a video game that interconnects all its levels or locations.
Hyrule Field for The Legend of Zelda.
The Elder Scrolls series boast some of the largest Overworlds in gaming.
In The Elder Scrolls III: Morrowind, the Vvardenfell island is a single continuous explorable location, dotted with countless entrances to smaller dungeon and indoors levels.
The Elder Scrolls IV: Oblivion is similar to Morrowind'', except that entire cities are also rendered as smaller sub-levels accessible from the overworld.