Yes indeed Kenny. Big boxes, discs, a manual, posters etc. Those were the best days of computer gaming.
I have a copy of Jane's Apache AH-64D simulator upstairs. Talk about a "complete" game; you could map out an entire career on that thing if you wanted to. It came with an encyclopaedia called a "manual", and (wait for it) the good old keyboard overlay (as you could never remember the 14 key presses to launch the missiles!). Stunning levels of detail though without being very tough to master.
http://www.old-games.com/download/6040/jane-s-ah-64d-longbow
I also had the sequel but it was designed for 3DFX cards and it won't work on any modern hardware at all (unless someone found a hack to get round it). Thankfully that isn't an issue with the likes of GPL.