Answer:
This answer pertains to western classical music.
There is no singular term for this. Sorry.
Many musical forms are in one movement. To further complicate things, a particular form may change definitions over time. Thus, was was a multi-movement work in one period may be in a single movement 100 years later. Still more, as composers' individuality became more and more fore-fronted, they could individually violate standard definitions if they wanted to.
All that said, symphonic poems and tone poems often come in a single movement and they are often "through composed." Many through composed music is in a single movement (fantasia, fugue, for example), although they don't have to be. Many sectional works (in binary form, ternary form, strophic, etc) can be single-movement, although they are often joined with other sectional forms to form a multi-movement work.