Games used to come with awesome stuff *just because* - part of the regular game, no such thing as Collector's Editions. Nice manuals and extra goodies.
Now you have to shell out major cash for Collector's Editions... but kudos to Bethesda for at least making pretty nifty CEs.
Now they just need to release a big ass hardcover Art of Fallout 3 / New Vegas book.
Oh man, I know what you mean! Back in the day, when I bought Ultima III: Exodus it came with a cloth map, several high quality books (spellbooks, an Avatar guide, game manual, etc), and a cool silver metal ankh. And this was the "regular" version of the game (no Collector's Edition back then!) Also, Infocomm used to release their text adventure games with lots of props included in the box. Some of the props were even required to play the game. Man, I miss those days of getting more stuff in a game box than a CD and a super-thin manual.