Toy Box games celebrate their lack of focus, and their "do anything" spirit. These may be full-blown generic RPGs, or games with a starting focus but allow anything under the sun to happen. If a toy-box game was a vehicle, it would be a truck: big, roomy, and good for carrying lots of things. Like a truck, toy-box style games can be too big, uncomfortable, and not suited to fast and easy play. They are also harder for beginners to understand and grasp than a more focused experience of a playset or action-figure style game.
GURPS, Pathfinder, DnD3, and Hero System are great examples of this RPG type. They are huge games, capable from handling everything from fantasy to space travel in one framework. Even if a game doesn't have rules support for an idea (Pathfinder and space travel), it is easy enough to adapt a system to handle it, or wait for the inevitable rules supplement to support the concept. These games are typically more open, and if you can't find the rules from the publisher, someone, somewhere has the rules for it for sale under an open-license.
What is the essential difference between a playset game and a toy box game? When you look at them, there are a lot of similarities. Could something like DnD4 with a huge amount of material be considered a toy box game, given the amount of content added to the initial playset? It could be, but typically playset games retain their original focus, in DnD4, it is the "path of the hero" and "tactical dungeon combat". These concepts permeate most all of the DnD4 rules supplements, and while this makes for quite a large amount of playsets and game pieces, the strict focus keeps the game as a playset style game.
Toy boxes typically have no focus, they are a huge box you throw different and varied toys into, pull some out, and start having fun. Not everything works together as well as a playset, but with a little creativity and imagination, everything works out fine. Who cares if your GI Joe doesn't look like Barbie so much, and the stuffed Barney is standing in for the T-Rex chasing the two explorers through a jungle of Styrofoam blocks? In Pathfinder, the party is made up of a rogue and a illusionist, doesn't have healing or tanking powers, and since the players love solving mysteries, go around playing Sherlock Holmes in the world of Golarion. In these games, you piece things together, pick the pieces you want for the story you have in mind, and let you imagination do the rest.
Toy box games sit on the foundation of do-it-yourself and creativity, and invite you to mix, add, build, or dream up the pieces you need in order to tell the story in your mind. You will find more of the "rule 0" in these games, because the referee is always making up rules to handle the next thing that happens. Playsets typically have instruction manuals telling you how to play, and action figures are so simple how you play with them is self-apparent.
It is a matter of choice, and the game type has to fit the style of play. Action figure games are good for simple concepts, and play fast. Playsets, like playsets made by toy companies, typically dictate a play style and control the content within, but all the pieces "work together" well. Toyboxes give you a box to put things in, pull random things out of, and say "this is my game."
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