The traditional dungeon is really a literal 'node-path'. There are encounter locations represented by rooms, connected by linear hallways. Really, the rooms are just physical places where combat, plot-points, or background color / descriptive bits can be handed out. The hallways are just the way you get the players from one node to the next.
With this thinking, you can define nearly anything into a node-path "dungeon". The other answers give some brilliant ideas. The only thing that's really important is that the paths are non-deviating. I.e. the players can't just choose to turn left between nodes 8 and 9 and wander off your mapped out path.
You don't necessarily need "structures" to achieve this. Really all you need is some mechanism to limit deviation. For instance they're on an island and the bridge washes out. Or a cliff-side village reached only by boat, and only when the weather permits. Deserts, mountains, swamps, storms, and so on are all excellent ways to remove the ability to deviate.
Understanding this, you can get more creative. The limitations don't even need to be physical aspects. Time constraints are excellent tools in this regard. Let the players think they have the entire city to romp and play in, but let them know they need to get from the tavern to the pillory in 10 minutes and to the docks before the town guard arrive and you've effectively put them on a node-path, without making them feel so constrained.
You can even use time as your "node-path". Instead of defining your events to physical places, tie them to points in time. A strange mist traps the players in a narrow valley where the local townspeople speak of a madman on the hill and rumors tell of the dead returning to life; today a witch gives the players strange advice... in 2 days a pack of ghouls will attack... 7 days from now the prince is to be wed, or so he thinks... 13 days from now is the next full moon...
Then try mixing and matching. Let the players map out the ruins of an ancient ship on a desolate island, with ghosts that play out some macabre history that they players must experience and solve over a period of days as they work to restore the ship to seaworthiness, then a series of ocean encounters as they try to return with their treasure to the mainland.