A game from Cheapass Games. The text on the package reads:

In this game, which works with 2-6 players and doesn't take long at all (they claim 15 minutes average time per game, but I'd say it's closer to 7)., you are a supervillain. You have a set of cards: lair cards, doubler cards, and spy cards. Players take turns, building up their lair and playing spies into their lair or other people's lairs. If a spy's value is less than the lair's total value, the spy is captured, else they escape, destroying the lair in the process. You can kill the spy, getting a number of points equal to the spy's value, or you can play a "doubler", which is a card with a letter and text (which you must read out loud, else the game sucks). The letter is in case another player has a doubler with a matching letter, in which case they can play it, causing the spy to escape and destroy your lair. The text is always hilarious; the "Before I kill you" is added to the spy's name and the text, and anyone who's seen a spy movie will find the combination to be a wonderful parody of the spy genre. For instance:

Each doubler doubles the spy's value (your lair doesn't blow up unless someone else plays a matching doubler), and you can play multiple doublers on a spy. The game is played until there are no more spies or someone reaches 30 points. In a move that some dislike, Mr. Bond is not the most powerful spy in the game; I personally like this, as it represents that Mr. Bond has weakness for women that has clouded his judgement in more than a few films.

This particular game costs $5.00, and since it consists of a deck of cards, you simply need a way to track points to play -- a pad of paper works wonderfully for this.

Update: Unfortunately, due to legal threats on the part of the holders of the rights to the Bond movies, the game is out of print and will not be printed again as-is (though obviously there are ways around it, Mr. Bond is what makes this game amusing).
A Later Update: Thanks to bluescreen, I can now tell you the game has been re-released as James Ernest’s Totally Renamed Spy Game.

Also, in response to DanHibiki: You want to be holding big spies in reserve for yourself once you get a lair of decent size, not trying to blow up others' lairs with spies (particularly when duplicate doublers will do); it takes many, many doublers to get a sizeable amount of points with a low-value spy, but Mr. Bond with a value of seven takes merely two doublers to get up to 28! (The top spy, with her value of 8, requires just two doublers for an insta-win.)