Video game emulation. This wonderful technology allows you to play classic video games that you can't buy anymore, by allowing your computer to serve as the console. Good emulators have been developed for the SEGA Master System, Game Gear, Genesis, CD, 32x, and the Nintendo NES and NES. Working, but buggy emulators have been developed for the SEGA Saturn, the N64, and the Playstation.
Basically, to play the games (for 8-bit and 16-bit systems), you need two files, the Emulator and the ROM. I offer Genesis and Master System emulators here (more to come soon), and you can find most of them at Zophar.net. I offer the ROM file for most of the games that I host here, and will add more as time permits. You can find ROMs for most 8-bit and 16-bit games all over the internet, just go to Google.com, and type in "[name of game] ROM." For later systems, including SEGA CD and TurboGraphx16, they are a little harder to find, but major SEGA CD games are becoming increasingly accesible, and some sites have just began to offer ISOs for some Saturn and PSX games, although the emulators for those are tough to configure.
Anyway, once you download the ROM and emulator, you simply open the emulator (no need to install), and then go to File-Open ROM, and then browse to the file where you keep the ROM, select it, and open it. And there you have it, you are now playing your classic video game.
If this doesn't make sense to you, please be aware that this is just the first draft, and I plan to refine it more for people who aren't as computer literate. There is a better guide at FantasyAnime, you can click on that in the Emulation Links section.