Do you mean a mode like Fire Emblem?

For people who've never played, it's a very hardcore strategy RPG series. You have limited EXP, funds and units on maps where you are always outnumbered and bosses can OHKO even your main story hero units. All deaths are final and all moves are saved, I.e. You never have to save manually and can quit anytime because the game autosaves every move you make. But since it is always to one file, you can't save scum either.

When you lose a unit, you either progress with the loss or do the entire map all over again.