A picaresque story or novel is about a character who wanders from adventure to adventure. The plot is not an overarching structure that builds to a climax, but is episodic. The central character - the "picaro" or rogue - is not ruled by the constraints of normal society, and because he is outside its structure, has an interesting and ironic point of view.
Some picaresque novels:
Outside of book reviews or literary criticism, you might refer to a road-trip style of journey as picaresque.