Technically, you always need a graphics processing unit, it’s how you output images to your monitor. But not withstanding that, there’s a bunch.
This is a game called Enchanter.
It requires absolutely no GPU. Check out the video and see for yourself.
There are other games like it, such as Spellbreaker (also in the same series).
Then you had old school “MMORPGs” ahem BBS Games like LORD. This is your daddy’s World of Warcraft. It was glorious in all its 14.4kbps glory.
You also have games like Rogue, a dungeon crawler built on ASCII graphics.
And in the modern day there are games like Dwarf Fortress.
It’s important to note that even the oldest of these games, Enchanter, still needed a CGA or Monochrome Adapter to display the text on screen. Without this GPU (and yes it’s technically a GPU) you wouldn’t even see anything on your screen.