Grargar: Are you talking about 
The First Decade or 
The Ultimate Collection?  
 The former only uses a CD check, nothing worse than Warcraft III, while the latter requires Origin for activation. 
  FYI, the Ultimate Collection is just a download code and soundtrack CD. No physical copies of the games are included. And it doesn't matter as they are all still a blast to play. Ended up just getting the digital copy from Origin on a sale for $5, heh. There are some color issues with the first C&C and Red Alert in Windows Vista/7, but seems to have been fixed in Windows 10. I don't think any of the games gave me problems in 10.  
 I picked up the Battlechest version of WarCrat 3 a few years back. Neither WC3 or Frozen Throne require a CD after installation. Same with Diable II and StarCraft I (Battlechests for those as well).  
 On topic, last physical release I got was Homeworld Cataclysm. Found it for $3 at a local Goodwill. I have a number of physical releases - picked up a number of cheap games on Amazon's Marketplace here and there, or at various thrift shops. I have a number of classics (though usually in the budget or value packaging) such as:  
 * Fallout Trilogy 
 * Fallout Anthology (for the mini-nuke - all Steam discs) 
 * Neverwinter Nights Diamond 
 * Neverwinter Nights 2 Platinum 
 * Baldur's Gate 4-in-1 
 * Icewind Dale 3-in-1 
 * Freedom Force and Freedom Force vs. The Third Reich 
 * Drakensang Collection  
 I have a few others (a couple of Maxis collections and a couple of GameFest bundles), but all in all a fairly modest collection. =)  
 Flynn