Jenny,
Here is a well thought of book with paper/pencil games:
"101 Strategic Games" by Walter Joris
SBN-10: 1842227270
ISBN-13: 978-1842227275
And here are a few games that are quite fun.... some of these need dice, but dice are usually easy to come by.
Eat Poop You Cat: This game has recently been created commercially called
Telestrations. But we played this before the game was produced with just a paper and pencils. Each player starts with a piece of paper and a pencil. At the top of the paper, each player writes a common phrase or sentence. They then pass the paper to their left. The next player draws a picture of the phrase. Then then carefully fold the sentence over, so only the picture is visible, and passes the picture to their left. The next player attempts to decipher the drawing and write what they think the drawing represents. Again, the paper gets folded so only the text is visible. The paper continues around the table, folding over the last response (drawing, text, drawing, text, drawing, text, etc...). When the paper reaches it's initial author, everyone unfolds, and compares the first sentence to the last (and the mayhem in between):
http://www.boardgamegeek.com/file/download/4xzoyvrrcv/EatPoopYouCat.pdf
Dictionary: This game has been printed as a boardgame many times over (Balderdash, Dictionary Dabble...)
But, this can be played with paper, pencil and a dictionary. One person locates a word that no one at the table knows the definition to. They spell the word and everyone writes it down on a piece of paper. The person who is "it" writes down the correct definition (they can re-write it if they like), and everyone else makes a definition up. The answers are all mixed together and the person who is "it" reads them all off. Everyone guesses which is correct. Each author gets a point for their definition, whether it was correct or not.
Liar's Dice (For this you need 5 dice per player with a minimum of 3 players). You can use regular dice or poker dice, but we've always used regular dice. I've played this game many, many times. Very fun:
http://en.wikipedia.org/wiki/Liar%27s_dice