How to actually lose weight when you can't afford a gym?

Walking on your lunch break, long walks on the weekends, exercise DVD's in your living room...oh and burn more calories than you eat. You don't have to exercise to lose weight. It's helpful and beneficial, but not necessary. Did you put your stats into MFP? Eat as many calories as MFP suggests and you'll start dropping weight in no time.

Weight loss is through a calorie deficit.
You can do it without exercise, just diet alone.

That said, I suggest walking and the NerdFitness beginner bodyweight routine.
I walking and the bodyweight routine is a great beginner program to some strength trainer and it's pretty easy to modify to make easier or harder

You don't have to exercise to lose weight, but it helps. Running and walking are among the cheapest exercises that burn a significant amount of calories. Cycling is more fun (in my opinion) but it can get expensive.

The major issue is to eat less. You can also walk almost anywhere, anytime, for free, and no extra equipment is needed.

Weight loss is mostly about what you eat. You have to eat less than you burn.

But to answer your question, I lost a lot of weight a few years ago doing workout videos at home. I particularly enjoyed Pilates (anything by Ellen Barrett), and then I got really into The Firm. You just need an open space and some light handweights.
Or you can run outside, or bike. Or walk, Or hike. There's a lot of good free workouts on YouTube.
You can look up "You Are Your Own Gym" and do those workouts either at home or at a park or wherever.

Tons of options.

I've taken a break from my main gym (wanna save some money) so I've started the beginners program "dumbell stopgap. Just need a variety of dumbells and both my small office gym and apartment have those, so easy peasy.

If you haven't already I would spend the $15-20 on a kitchen food scale at least, otherwise there's lots of stuff you can do and for free.

Youtube has some great free workouts. You can also checkout workout DVDs from your local library. Good luck, you can do it!

Go to fitnessblender.com/ and take your pick from all of their free workout videos and do them. I've been doing their workouts for over 2 years and I've lost loads of weight and never paid out a dime for a gym membership.

As stated above, you don't need exercise to lose weight, just drop your calories consumed. Pretty much all of my weight loss occurred before I started walking in January, and none of it was due to exercise.

With that being said, exercise will help you in other ways. Main reason I started was to help my asthma, which it has been doing. Best way I know of is to start with something simple like walking. A couple days a week, go outside, pick a direction, and walk for 10 minutes. Turn around, walk back. That's a 20 minute walk. Requires no special equipment, gym membership, or fancy clothes. All you need are comfortable shoes. Once you're used to that, push it to 15 minutes out and back. That's basically how I started walking. I knew if I pushed too hard and was constantly feeling miserable, I'd give up. But you gotta start somewhere, and starting with short walks that I knew I could do helped me get moving. There are also many exercise videos on Youtube for free that you might want to check out if you're looking for stuff to do inside. The important point of this is that if you are going to exercise, don't be afraid to start small. That you're starting at all is good, and you will eventually get in better shape from it.