Right, not a lot to go on, but here we go...

Back in the early 90's UK, I collected a "comic" (more of an artwork book tbh with words and a bit of plot) and I'm trying to remember for the life of me what it was.

From what I remember, it was fairly large (large than a standard comic), but I was young so perhaps I'm overstating that. It was some sort of monthly release that you collected (so not a dc or marvel or similar). The artwork was all quite dark and a little more DnD like. I think it was some sort of quest whereby each issue you met the next "boss/gate keeper/baddie". There was also some kind of cardboard envelope/folder that you kept all the issues in.

Anyone got any idea what I'm on about? Seems a really vague crappy description but I'd love to know!