EDIT: Seems dynamic music is back in style in some very recent games, many of which I haven't really played yet. Good. 
For me, it's dynamic music, the kind that some games had that adjusted moment by moment to what was happening in the game.
The best-known example of this in the 90s game TIE Fighter, where the moment more enemy (or allied) ships showed up the music would have a little additional flourish to acknowledge the shift in battle. There were pre-battle tension tracks, battle music, complications of battle, grandiose flourishes for the arrival of enemy or even allied capital ships, and victory and failure music all ready to flow into the next seconds of the game.
A lesser-known but still excellent example of this was in Ultima Underworld and its sequel, where drawing a weapon had its own special "preparing for battle" tension music, getting attacked had a jump-out-of-your-skin joltingly sudden musical start that actually scared me as a kid when I got ambushed, music for battles going well, going poorly, victory and defeat.
I wish more games did those sort of second by second musical changes, but they've sort of fallen out of fashion for the most part. 
Cheat codes. They're mostly just DLC and seasonal passes now.
Game manuals. You used to have a short novella that came with the game. Some games like Wasteland 1, the manual was part of the game itself. Now you get jack shit.
I miss when games like Goldeneye were contemporary and had lots of cool unlocks from playing the game.
Kirby Air Ride still has my favorite unlock system ever, it was a huge grid of hidden achievements and when you completed one it would reveal the four adjacent achievements. You'd get the first few by complete accident because there were freebies like "finish 1 race" "finish 1 race on X vehicle" and then your unlocks would spread outward across the board with a nice satisfying SLAM SLAM SLAM revealing them one-by-one after each race.
Some of the Smash Bros games had the same system, with the added mechanic that you also unlocked a small number of hammers that could unlock squares without having gotten the achievement for it
That's actually from Air Ride too! 5 of the squares rewarded purple checks you could use to unlock another square for free
Oh neat
When Resident Evil Village had points you could earn to unlock weapons and shit i practically did a backflip on the spot. Same thing for Guilty Gear Strive.
Part of why Tunic is so great. The manual is a part of the game.
I have so many video game manuals, mostly because i would rent a game, take the manual out, read it, put it down, and forget to put it back in its case. So now i have a bag full of manuals for games from shuttered rental stores.
Also had multiple notebooks full of cheat codes, but i'm pretty sure everyone had those.