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The entire run of Disney Adventures has never been officially collected; the magazines featured exclusive Disney comics, features, interviews and much more. The only real way to find any of these books is to search for scans on Google (as fan-collected archives do exist) or buy physical copies on eBay.
Retromags.com collects gaming magazines from 1999 and earlier.
Retroreaders does the same for Polish magazines. Unfortunately, they ran out of hosting space, so most issues aren't downloadable and must be requested on the forums.
Any older magazine that shipped with a CD of software. Since the CDs were often shipped in a cardboard sleeve shrink-wrapped with the mag, they were easily lost — you can probably find the magazine but not so often the CD that came with it.
The CD's / DVD's which shipped with older issues of PC Gamer (both the American and UK versions) will presumably never be released again due to several factors, including copyrights on entire games (which were usually included to hype a new release), software utilities and non-interest. However, many of the CD's featured exclusive demos, custom-made user levels for various games and a wide assortment of utilities and programs, most of which are now obsolete. So, if you're looking to play through the whole 'Coconut Monkey' storyline featured in the CD's from the 90's, your best bet is to look on EBay.
Also applicable to New Country magazine, which shipped a tape (later a CD) of 10 newly-released songs with every issue. You can probably find some of the songs on other albums, but they tended toward the obscure at times. New Country could also be shipped with Country Video Monthly, a once-a-month VHS consisting of several new country videos. Again, most of them still circulate, but they had their share of rarities. Likewise, huh magazine shipped with a CD full of new rock songs and/or Rock Video Monthly.
cd.textfiles.com, among other shareware shovelware CDs, also hosts some magazine cover CDs.
Nintendo Power magazines became hot once the company stopped printing in late 2012. Good luck trying to find specific issues.