Nope, nuh-uh, naw, not a requirement, at least not for cartridges. I'd feel safer if CD's were in a nice secure casing. But half of the NES games I own lack their original boxes. In this day and age, I've gotten used to secondhand conditions for cartridges, so it's no biggie with me. If there was a boxed and not-boxed copy of the same game, sure, I'd take the box, but it's not a strict requirement.