Now this is an interesting question!
I actually decided last year I wanted to have a display of kinda my "gaming history", but because many of the games I played when I was younger were lost and/or (yarr) copied (plus, some got thrown out when I moved into my own place a while back), I didn't actually have versions of many of them that I could display - I certainly did some (still had my launch box copy of WoW for example), but certainly nowhere near enough for the full display.
I spent a good bit of time and money buying physical copies of pretty much everything I can recall that had a physical edition (sorry Endwalker) and meant something to me so that I could create that display. And I also picked up old "big box" copies of the most special games to me.
Few pics of my resulting display (you all may see some old favourites there - finding a still sealed boxed copy of NC2 was a particular highlight, plus the JP boxed copy of Heavensward was
expensive but I also happen to think it looks incredibly cool). I am super happy with it, and it brings back fond memories whenever I look at it, reminding my why I really value physical copies of stuff.



In terms of a copy of something 'new' that I played though. I bought the Steelbook version of
Metaphor Refantazio last year, which was obviously physical but came with a code. The last game I bought that I installed from disk would, I think, be
Life Is Strange: Before the Storm Limited Edition in 2018.
Even if they don't come with actual disks, I wish more games still came with physical releases.