Tails

Tails is designed to run entirely from a USB stick on essentially any computer, route every connection through the Tor network by default, and leave zero forensic trace on the host machine's hard drive once powered off -- RAM is even wiped on shutdown. It's used by journalists, whistleblowers, and activists working under real surveillance risk (its development was notably informed by disclosures from Edward Snowden's collaborators), as well as anyone who simply wants a session that guarantees no persistent footprint. Because it's amnesic by design, it supports an optional encrypted 'Persistent Storage' partition on the same USB drive for the specific files and settings a user chooses to keep between sessions, rather than persisting everything by default.