N=2 supersymmetric pure Yang-Mills theory with gauge group SU(2) (in spacetime dimension 4) is a non-abelian gauge theory, asymptotically free, without confinement. Remark that to give a precise definition of "confinement" can be tricky, but this example is probably without confinement whatever your precise definition is: SU(2) is Higgsed to U(1) by the scalar field, the low energy theory is some U(1) gauge theory, including some stable massive U(1)-charged particles.