Usually in tabletop role-playing games the game continues between sessions as a campaign and players assume the role of their character over and over again. This allows epic story arcs and deep character development. Usually the players get quite involved and attached to their characters.
But role-playing can be done different way as well. A oneshot is s game where the goal is to play just one session and either complete a single scenario or just see how far the characters get. Usually the characters are also premade to allow quick jump to the fame itself. So there isn't that deep connection to the character either.
All roleplaying is improvisation, but with repeating sessions the characters become familiar and it's easier to jump into their mindscape. In oneshot there isn't that much time to think about the character, so everything needs to be improvisized. It's more challenging, but can also be a lot of fun.
Maybe the biggest difference between long running campaign and oneshot is the players attachment to the character. In campaign every action can have a long lasting consequences while in oneshot it doesn't really matter what happens to the character after the session (or even during it).