All numbers in a given range but random order

Let's say I want to generate all integers from 1-1000 in a random order. But...

• No numbers are generated more then once
• Without storing an Array, List... of all possible numbers
• Without storing the already generated numbers.

I think that should be impossible but maybe I'm just not thinking about the right solution.

I would like to use it in C# but I'm more interested in the approche then the actual implementation.