You can setup a sim which is not connected to the SL grid in anyways with the opensimulator software (http://opensimulator.org) or with the Aurora Project (http://aurora-sim.org/). In both cases you won't get a download - install - "ready to work" experience though as you get an empty space - and I mean empty! You have to create next to everything yourself. While that's ok for building, you might not like your "Ruth" appearance doing machinima ;-) And unfortunatly you can't simply buy some cool things from market place or any other source! You are mostly on your own...
That said, you can always find a lot of scripts, textures and even complex objects in the internet. So depending on your goals, you might come along with those sources. Best of luck from my side