For some reason, "Killer Cuts" - the cd soundtrack included with Killer Instinct (SNES) was the first thing that came to mind.

Lunar 1 + 2 remakes on the Playstation had tons of great goodies. Seaman (Dreamcast), boxed with the microphone (even if it's functionality was sometimes questionable). The Wheel that came with Mario Kart Wii was swell (I've never played once without it).