Best one I had was a game of Cthulhu. The best games are always Cthulu because you can't win. Ever. But in a good way. Essentially, boiling down Cthulu comes to this: Roll a d6. On a 1-5 you go insane. On a six, roll again. So you just have to see how long you can go without going mad, or being eaten by an elder thing.

Hence, we began one of our campaigns. We were modern students at Miskatonic University who had formed a secret group of historical and cartography enthusiasts. Essentially, we were nerds. In the 1920's no less.

We began by investigating some local history of the area, and of Miskatonic University. Usual Cthulu stuff, but then we found out about a local cult with seemingly sinister motives and the mystery of several missing people. We eventually cleared that up by breaking open the ring, getting the cult leader arrested (who was a local official no less), but had survived mostly unscathed and with most of our sanity intact (despite seeing a few horribly sacrificed and butchered people).

Wanting to know more about this cult, we decided to do some historical investigation. We went looking at Miskatonic University, and found some additional source material. The cult were followers of the 'King in Yellow', which we were to later find out was also known as Hastur..

It was at this time that the GM put us in an adventure inside of an adventure. Our historical research had lead us to information regarding a play that was written by someone (many who thought was William Shakespeare) during the Elizabethan Era, called 'The King in Yellow'. The cult which we had defeated were fanatics who had tried to summon up an Elder One, in addition to finding the complete text of the original play so they could unleash the madness upon the world. We now took on completely different persona's and RP'd characters back in that age who were attempting to defeat the earlier cult from doing just the same.

We stumbled through a lot of it, lost a fair chunk of sanity, and had some pretty tough fights with the cult. We had thought, however, that we had figured it all out, and found out where they were going to be, and what they were doing. As a group, we set off for some underground caverns/catacombs which they were using to perform the ritual to summon Hastur (we had missed our chance at getting the complete play from them earlier).

We split up into a few pairs when we came upon the group. In retrospect, it was a bad idea. Very bad. The cult was using a large gem or something similar (I can't remember now) to complete the ritual. As their chanting rose higher, I took aim with my wheel-lock pistol and fired at the head cultist. Specifically, I fired at the gem he held in his hands, hoping to break it or at least shoot it out of his hand. I fired, I got a critical! The shot ricocheted off it harmlessly. The cult leader, infuriated, pointed at me, chanted something and then ripped my still beating heart from out of my chest, which then travelled through the air towards him.

My character being dead, it was up to the others. They rushed in to attack. One took out a few before being mobbed by cultists, the others either fumbled and were skewered, or missed, or went mad and fled. Fled because the summoning was completed and Hastur began to rise before us.

The GM wasn't done with me yet. Not only had I died horribly, but my spirit was then devoured by Hastur himself as he was brought into our world.

We had screwed up bigtime. We missed out on getting some very important clues, especially ones which would have let us know just exactly how to stop the summoning. The one we had broken up in the modern day was easy because we got to them before they had a chance to get most of their powerful items needed to summon. In this one, we'd messed up and had missed a lot of what we needed to defeat them. Oops, sorry about that world, but it looks like... Hey wait a minute?

We all looked at the GM. If we had failed to prevent the earlier cult from summoning Hastur, wouldn't that mean that the modern day didn't exist, as the world would have actually been ravaged by Hastur? The GM agreed. We should have stopped the summoning with the earlier group and had of learned more about the cult, but we'd screwed up. Our modern group did not really exist as a group of fellows at Miskatonic University.

We were instead a group of humans, sitting in the ruins of a long destroyed world, gibbering incoherently to one another and having had gone quite insane. Hastur won.

It was easily the best Cthulhu game, or RPG game I have ever played. To learn that your modern day character didn't exist because you couldn't get your shit together with a character that had existed in a previous age. Brilliant.

Cthulhu games are the best.