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From video gaming to card games and stuff in between, if it’s gaming you can probably discuss it here!
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If they’re purely digital and drmed you can’t back them up.
I have backups of my PS4, with games downloaded from the PS store that say different.
Heck any Playstation disc games tries multiple times to get you to save it to the HDD.
The DRM is the key part of that. So the answer is DRM-free, not physical media. Especially since all games get patched these days.
You can’t buy all games at GOG.
You can’t buy all games on disc either. Also, not every game on Steam has DRM.