VMware Workstation for Windows and Linux support non-persistent disks.

A non-persistent disk will discard all changes when the VM is shut down.  This
is good for testing new software or experimenting with settings.

While VMware Fusion does not provide the option to create non-persistent disks,
it will support this option.

Either create a VM on Windows or Linux and setup persistent disks, or add the
appropriate line to an existing *.vmx file.  The correct line to use depends on
which disk is the boot partition.  Typically this will be one of the following:

ide0:0.mode = "independent-nonpersistent"
	or
scsi0:0.mode = "independent-nonpersistent"

To enable persistence change this line to:

ide0:0.mode = "independent-persistent"

To confirm this is working compare the MD5 sum of the *.vmdk file before and
after running the VM in non-persistent mode.