xfce,blackbox,fluxbox,iceWM,NeXsTep,windowmaker,GNOME,KDE,there's a whole bunch of GUI's out there
GNOME and KDE are the only ones with integrated filemanagers and other apps Im aware of.Some of them like GNOME and KDE are built on top of a window manager, in that sense, thats what fluxbox is, just a window manager or GUI, only native apps it comes with involve customizing and managing it.
With fluxbox and many of the others a filemanager or anything else is a separate app.