and I don't mean C-64/XE or Amiga with PD software, I'm more thinking along the lines of Namco Museum or Atari Anniversary.
The first I can think of is 'Microsoft Arcade' on PC from 1993 followed by 'Game Boy Gallery' on GB.
Activision's 'Atari 2600 Action Pack' dates back to 1995, so that is kinda early too.
But I can't help wondering if I remember something on SMS? Anyone?