Even though I wasn't clever enough to do more than scratch the surface of Infocom's 1987 text adventure The Lurking Horror, the game's dread atmosphere, chilling surprises, and pervasive sense of doom made it one of my favourites in the genre.
Infocom games were famous not only for their excellent writing and clever puzzles, but for the "feelies" they included with their games, such as this guide to the university you explore in the game.
More than just trinkets, the feelies often provided important clues to unlocking the mysteries of the game. The G.U.E. at a Glance guidebook included this map of the campus, accurate to the game.
Unfortunately I lost it long ago, but The Lurking Horror box also included a rubbery creepy-crawly centipede thing, which served its intended purpose by startling me the moment I dug into the contents of the game.