This site attempts to keep track of games that are not officially available in digital form despite the bulk of the platform’s catalog being available that way. Choose your preferred console from the above links to consult a list.
Although I attempt to keep the list as up-to-date and relatively comprehensive as possible, there may be inaccuracies due to patches released for certain titles. The list is predominantly focused on North American digital stores so some discrepancies may be present for other markets such as European and Asian stores, although discrepancies are mentioned where possible.
Let's Get Physical - non-digital video games 
A good addition to your list would be Roblox. The community also has a Roblox Hack to make the game more fun, which is worth checking out