FEAR RPG (6th Ed.)

From the introduction: Role-playing games do not have boards like conventional board games. All of the action takes place in the imaginations of the players and GM. In order to keep track of what has happened and how characters develop with time, the GM and players will need pencils and paper. The only other items required are twenty-sided dice, as sold by all good games shops. Dice are used to add an element of chance into the game.