The PS1 Dex Drive
The Playstation 1 Dex Drive, from Interact, gifted its owner the ability to download saves from anywhere on the Internet and transfer them to a PS1 memory card. The reverse was also possible -- it let you back up saves to your PC's hard drive, or post them online for others to play with.
Originally difficult to find, it's now become rather cheap. The fact that its gargantuan plug doesn't fit into any modern computer may play a role in that. There's also the fact that a floppy drive is required to install its firmware.....and that transferring saves from a PS3 to a PC can be done with a USB stick or an SD card these days.
Other game-ly goodies:
EarthBound Strategy Guide Somehow, this hasn't exploded in price yet. (I guess that'll change now that it's been linked from here)
Mega Man 6 With All Inserts (Seller claims his high price is justified because this is the "only one" that comes with everything the original package did......I guess no one believes him since it ends soon with no bids.....)