Astounding Tales!

From the rulebook:

This is a short and deliberately incomplete set of rules for mayhem, murder and Weird Horror set in the period between the 1920 and the end of the black and white B movie era in the 1950s. A mashup of wargaming, RPG, and pulp fiction worlds.

Players consist of a Director (whose abilities veer from DM to player depending on edition) and minimum 2 players.