As @RossM suggests, I’ve got a few games that fit into this category. A fair few are more sprawling and I think now unavailable, but here’s a couple of suggestions.
I quite like Warhammer Quest: Adventure Card Game by FFG, now sadly out of print due to FFG no longer holding a GW license. The game mechanics were however recycled for Heroes of Terrinoth (I haven’t seen much recent support for that game by FFG in terms of expansions etc. recently though either).
The game is card based, with heroes having four different types of actions (explore, aid, fight and
another one I can’t recall recovery) that they have to carefully pick to tackle the threats in front of them; once used an action can’t be used again until the recovery action is taken.
That’s a pretty poor explanation (I had written up a nice review of Warhammer Quest on the old forum… sigh…), but I recommend checking HoT out. Plays 1-4, co-operative.
For a more pen and paper experience, there’s Four Against Darkness. Solo dungeon delver where you draw out the dungeon on squared paper as you go. Pretty cheap little book that only requires the addition of a d6 or two and a pencil.