Segata Sanshiro Jr. got me thinking about how cool it is when games include little bonus' such as maps, journals, et cetera, and how much cooler it is when they provide an actual use in game. Reminds me of the de-coder rings I used to use when I was a little kid.
Off the top of my head I can think of Policenauts and Metal Gear Solid using its manual and game case to help solve puzzles in the game, and the anti-piracy attempt of infocom adventure games known as "feelies".
Can anybody else think of some games with cool and useful bonus content? I'm sure there will be plenty of RPGs in this thread.