Is there anything like this that's not an online hosted service?

I would not trust my personal knowledge base on something I do not directly control.

I haven't used roam, but the screenshots made me wonder if there might be some overlap with TiddlyWiki, "a unique non-linear notebook for capturing, organising and sharing complex information."

TiddlyWiki can be as simple as a single HTML file, but can also work with a server.

There are also quite a few extensions, including TiddlyMap[1], which adds concept mapping.

[0] https://tiddlywiki.com/

[1] http://tiddlymap.org/

There is org-roam, although I know nothing about it except the first sentence of the README: https://github.com/jethrokuan/org-roam

There's org-roam, which is based upon org-mode in Emacs. That can be a barrier to entry for a lot of people who are apprehensive about learning Emacs.

Tinderbox if you’re on a Mac.