Let's take a look at Zerywia - An Overland Adventure Game

About Zerywia, from BoardGameGeek:

Zerywia is a cooperative adventure board game set in the primeval world of Slavic myths. It includes a campaign mode composed of individual adventures for 1 to 4 players, linked together by an overarching storyline. Each adventure can also be played separately, as standalone episodes. This enables the players to experience each story in different ways and allows to lead their Heroes on a different path during each playthrough. Each Hero has their own Saga, a tale waiting to be uncovered and told. Progressing through it grants powerful, new relicts, rituals or allies. As they roam the lands, the Heroes will be able to acquire new Sagas, which shall give them more power and unlock new, hitherto hidden parts of the story. This is why our Heroes are a work in progress, so to speak, and it falls upon the players to shape them and lead them to noble (or not quite so) deeds. -description from the publisher