From the introduction:
In The Yellow King Roleplaying Game, players take on the roles of young artists studying abroad in Paris in 1895, as the publication of a mysterious verse drama begins to overwrite their adopted city with the supernatural reality of an alien world called Carcosa.
And they play European soldiers fighting in the murky War of Reclamation, who come to realize that their endless, inexplicable struggle occurs at the behest of Carcosa’s Yellow King.
And they play former resistance fighters in the present day, after the overthrow of the tyrannical Castaigne regime, which has held America in its icy grip since the 1920s.
And finally they also play contemporary people in the world as we mostly know it - but what is that strange masked creature lurking behind that dumpster over there?
Something links these characters across time and alternate realities - a grim destiny that may enable them to unravel the schemes of Carcosa, returning the world to what it was, for good or ill, meant to be.
The Yellow King Roleplaying Game (or YKRPG when only an acronym will do) can be played using this overarching, interwoven structure, or in a simpler, episodic mode featuring shorter incidents of subjective reality horror in any one of its four settings.
To play the game, you need this book, which includes both the rules and the central Belle Époque Paris setting.