Certain Linux live CDs usually have a read only filesystem and are useful for tasks where you don't want to leave a trace, and everything is flushed from RAM after use. Ubuntu, for example, allows a user to try out the O.S without installing and is a great way to 'trash the hotel room' and then shutdown leaving no trace of your actions. Any files you create, for example will be wiped, and the kernel is exactly the same when you restart the system cleanly. Just to be safe, I would recommend booting from read-only media like an actual read-only CD so nothing can persist.