Yes, there are Steam games that don't need Steam running to also run.
There's a subset of these games that don't need Steam installed on the system to run (they'll continue running when you uninstall Steam)
Then there's a subset of these games that will work when you copy them over to a different machine that didn't have Steam installed (games that don't need any special installation steps or that verify such steps on their every launch) - and these are Steam games that I consider truly DRM-free.
Of course, the moment patch comes out for said game, you need Steam installed to install that patch again, whereas you can just download it and back it up via GOG, or install it on an offline machine.
There's a list over here.
Even in spite of that, all I can find are games that don't need Steam actively running in the background to work, not games that don't need it installed or those I can take with me on a thumbstick and that'll work regardless. And naturally, none of this is officially supported by Steam and a DRM-free game can become DRMed without any notice (like Fallout 3 did in the day). All in all, not a particularly impressive feature all things considered :-P
Edited by Fenixp, 21 April 2017 - 10:39 AM.