Issue #99 (July 1985) of Dragon had an advertisement for a game that I will long remember:
Had the game line continued, there'd have been several more boxed sets, each of which provided more clues about the nature of the characters, the setting, and the titular Sandman, a mysterious being who seems to know who the characters are and may or may not be responsible for their presence in the game's bizarre world. Discovering the identity of the Sandman was also the goal of a contest offering a $10,000 prize to the winner. So far as I know, no one ever won the prize, but that might have more to do with the fact that Pacesetter went out of business sometime in 1986 or thereabouts.
As I said, I owned Sandman and was very intrigued by its basic premise, but I never actually played it. Part of it was that I found the adventures very railroad-y, a flaw that I fear was inherent in the nature of the game, given its premise. Likewise, there was no way a referee could create his own adventures, since he knew almost as little as the players about the setting, the characters, or the Sandman. This meant continued play depended on buying future Sandman boxed sets, a notion that didn't sit well with me, even before I discovered that no more boxed sets would be forthcoming. In the end, Sandman had the germs of some good ideas, but its execution left much to be desired and so it remains a curiosity of the hobby rather than a well-loved classic.