My oddest SMS is memory is when my friend received a letter in response to one he wrote to Sega asking for help with certain games.
Someone at Sega actually took the time to photocopy a few pages of cheats for the games he was struggling with and send them to him.
How cool is that?
I don't remember all of the games, but one of them was R-Type, and we just about flipped when we used the info to find the hidden super stage.