Do you mean without a packed crushed stone foundation? If so, on some soil types, this works, but most often there is a risk of subsidence, and the paving cracking and becoming wobbly and uneven.

Also depends on what the paving is for. If it is just for a patio and you have compacted clay soil, then all you need is sand to level the paving.

If you are using the paving to park a car then you will need a foundation.

I've laid lots of cheap paving slabs without any more preparation than levelling off the ground underneath. You need to make sure that the slab is supported all over and doesn't rock too much. I have found that some areas become unstable - particularly where there are mole runs, so I have to lift those areas from time to time, fill in the mole runs and re-level them. I accept that the slabs rock a bit when walked on and it's not a "forever solution". But I see that as a good thing - I can change my mind about the layout easily.

Where I have more expensive slabs, I've used sand on top of the soil & under the slabs. These are "rock solid" and show no signs of movement.

Kildermorie is quite right that the result is not suitable for load-bearing - for example parking a car.