Hand of Cthulhu

From BoardGameGeek:

The Elder Gods are coming and the only way to stop them is to destroy all 4 Gates by using every resource at your disposal! You will only succeed by skillfully deciding which items to keep and discard along your adventure. In Hand of Cthulhu, players fight through an onslaught of monsters until they reach a Gate to worlds beyond our own. There are 12-16 cards between you and each Gate. Each card is an Encounter that is either a Bane (Monster) or Boon (Event). To fight Monsters, you must use your Items wisely and decide which Items to keep and which ones to discard. Once you get to a Gate, you will attack it and exploit its fractures to destroy it. Once you destroy the fourth gate you have successfully saved our world. But if you ever lose all of your health, you die, and if you lose all of your sanity, you go insane and lose the game! -description from the designer