Call of Cthulhu is an interesting tabletop roleplaying game.
For anyone who hasn't played a tabletop roleplaying game before, I'll contrast it with live roleplaying, described in a previous post. If live roleplaying is like improvisational acting, tabletop roleplaying is like improvisational storytelling. With dice used now and then to provide some unpredictability to the story.
Anyway, Call of Cthulhu is a horror roleplaying game. It's specifically inspired by the writings of H.P. Lovecraft. If you haven't read any Lovecraft, he basically dealt with "Things Man Was Not Meant To Know"...most of his characters went insane, died, or both after getting glimpses of these Things. Pretty depressing stuff, if you really think about it.
Surprisingly enough, a roleplaying game based on this sort of dark horror is terrific fun. Most people play their first couple of games pretty protectively, not wanting their character to go insane or die, but after a while they start to realize that half the fun is seeing the ways in which the characters can go insane, and the creative ways to die. The best Call of Cthulhu character has some sort of personality quirk that can be turned into a fun insanity.
The tendency toward insanity is built into Call of Cthulhu characters. Every character starts with a certain number of sanity points. Every time the character sees something that is outside their world view, each time they get a glimpse into how the universe really works, they can potentially lose sanity. Each point of sanity lost makes it harder to avoid losing sanity the next time, leading to a downward spiral.
Call of Cthulhu is also attractive because characters start out knowing nothing about the way the universe really works (namely that humans are insignificant, and would do well to avoid the attention of the beings who really do have power). It's only through the course of the adventure that they start to learn more about what's happening. It plays a lot like an old B horror movie.
We've been playing Call of Cthulhu lately, a bunch of one-shots (individual adventures that aren't related and all use different characters). In the first couple of adventures, the characters managed to defeat the evil and the survivors remained relatively sane (a side effect of insanity in Call of Cthulhu is that your insanity usually makes you more likely to die...for example, the police detective who went insane in one adventure decided that the monsters they were being chased by needed to be arrested and detained for questioning).
Our last adventure, though, had a more Lovecraftian end to it. The characters thought they'd defeated the evil, and attempted to resume normal lives (well, as normal as you can get with two of the survivors being insane), only to discover that the evil still haunted them for the rest of their lives. On the bright side, they'd managed to also avoid opening a portal for an invasion of the Earth by monsters.
If you have roleplayed before, but not tried Call of Cthulhu, I strongly recommend you give it a try. If you haven't roleplayed before, Call of Cthulhu is actually a reasonable first game to try, assuming that you get someone to run the game who is familiar with it. You might try your local game shops...they typically have boards where game masters (GMs) advertise for players. Players could also use those boards to advertise for GMs running particular games.
Have fun going insane!