A one-shot or one-off game is one that begins and ends in a single session (as opposed to a campaign, which lasts multiple sessions). Some game systems, including many indie games, are specifically designed to be played as one-shots, with rules that lead towards and enforce a conclusion to the game. However, even games intended for campaign play (e.g. Dungeons & Dragons) can be played as one-shots instead if the players want to.
The term one-shot may refer to single-session games that include relevant session zero tasks (e.g. setup, setting creation, character creation) or to single-session periods of gameplay after any session zero tasks were done separately.