My brother gave me his old digital-download-only PSP Go when he upgraded to a PS Vita and the PSP version of OutRun 2006: Coast 2 Coast was the PSP game for it I wanted the most, both on its own merits as a portable game and also because, if you connected it to your Playstation 2, you could unlock an additional Ferrari (I think it was the F355) in the Playstation 2 version of the game, which I have. Alas, this was after Sega's license for Ferrari had already expired so it was no longer available as a digital download on the PS Store. If I ever see the physical media version for PSP at a thrift store, I'll buy it even if it means I also have to acquire a PSP that can play UMD disks.
For the same reason, I wish I had downloaded the XBox Live Arcade version of OutRun Live Arcade when it was still available for the XBox 360, since you could no longer download it once Sega lost the Ferrari license. I think I held off getting it because I was hoping they'd release it on physical media, but no such release ever came.
I did eventually get an XBox copy of OutRun 2, which is playable on the XBox 360 via backwards compatibility mode, but playing it on the XBox 360 is a sanity-destroying experience due to the audio glitch from the skidding noise continually looping even if you start a new game and, since OutRun 2 is a game where the music is integral to the experience, turning the sound down ruins the game. I got a thrift store original XBox mainly just to play OutRun 2 on but it has disk-reading issues where you could play for a while until the console stopped reading the disk and the game crashed.