My last physical game was Harvest Green, from Inu to Neko (by the way, if anybody wishes to become a billionaire, just localize and distribute their whole line-up: those games are amongst the most addictive things around), bought from a doujin shop in 2009. Not even a manual bundled, but I was aversed to ordering online back then.
Weabo Anecdoting
If you are familiar with “doujin” (as were called Japanese indie games before indie was a word), you know those are 95% constitued of titles featuring “explicit contents”, to put it mildly. When I went to buy this, I had to enter a doujin shop, which must be roughly as pleasant as entering an European sex shop, if I had to make a guess. The irony is, while there were hoards of raping simulators on display, the vendor had to pull my coveted innocent game from, you might have guessed it… behind the counter.