Well I guess if you really wanted to, you could turn a cardboard box into a case.
I did it before, it's super easy. I used a cardboard box for the whole case, I cut some holes into it for the I/O shield, the disc drive, the back of the PSU, and some vents that I put a spare 230mm fan on. In the bottom I layered everything besides the mobo. Then I got another piece of cardboard and cut it to size for the box. Punched some holes around the edge to line up where the standoffs would screw in. Zip tied it to the piece of cardboard and then plugged it all together. I didn't have a spare gpu so I didn't bother with that.
Overall it ran pretty cool, but that was probably because of the giant 230mm fan sitting on top blowing tons of air through it.