I've occasionally read of someone who has conducted a great deal of research into a particularly field and who has then submitted their work to a university for consideration for a higher degree, with that university then deciding to make such an award. (Our local rag has reported on one or two people who've ended up with Masters' degrees from the University of East Anglia via that route).
It's likely that there's still a fee involved for making a submission of that type (and that such a fee would be non-refundable if the research wasn't of a high enough standard) but, if you think that you're up to completing a Masters' thesis in that way, it might still be worth approaching the relevant department of your local university to see if they offer external degrees without tuition.