Silent Hill 4: The Room has no manual here. Fortunately, It can be found in the link below:
http://replacementdocs.com/download.php?view.1593

Replacementdocs also has the Playstation and Xbox manual for when playing with a controller.

Thank you. Added.

The I of the Dragon has seemingly no manual available as an extra, buuuut, I believe there is one inside its installation directory. I don't have the game here to confirm it 100%, but I do have it on another store and there is indeed a manual available in its installation directory. Should nobody who has the game here be able to confirm this, the manual can also be found on Steam:
https://cdn.cloudflare.steamstatic.com/steam/apps/279720/manuals/IotD_Manual_English64_2015All_c.pdf

Talisman: Digital Edition doesn't come with a .PDF manual, but instead -- annoyingly -- includes a "manual" button on a menu in-game that just opens the online version in your browser. This version works for both the digital and physical versions (there are sections that only apply to one or the other, e.g. setting up the physical board, pieces, decks, etc.).
If one wants a .PDF manual, there's one for the board game rules edition upon which the digital version is based here:
https://images-cdn.fantasyflightgames.com/ffg_content/Talisman/Talisman%20Rules2.pdf Amusing, then, that you bothered to mention (and link to!) the mix, given that GOGmixes had already been dead and gone for, what -- a year and a half? Longer? -- when this thread was created. ;P

Was the Digital Edition ever published on a CD/DVD that included a printed manual?
This thread was originally created back in 2016
https://www.gog.com/forum/general/list_of_gog_games_with_missing_manuals_and_where_to_find_them

Treasure's GOGmix helped a lot in its early days.

idbeholdME confirmed it's in the install folder

No idea. I didn't find any trace of a proper manual (i.e., a single, easy-to-download-and-back-up file) for the digital edition the couple times I searched, but I haven't exactly spent hours looking, either. If I find anything worth mentioning in the future, I'll try to remember (1.) that this thread exists, and (2.) to post here with my discover[y/ies].

I understand that. However, I think in your place, I probably would've paraphrased that bit, rather than copypasting it verbatim -- including the hyperlink to a page I knew was now nonexistent. But it's your thread, of course, and my nitpick was only half-serious in the first place. :)

OK, thanks. I want to keep this thread for games that had an official physical manual (or a digital as you said separate single, easy-to-download-and-back-up file), but that manual is not included in the GOG version. For games that only had a website/wiki type of "manual" to begin with, well it's their choice but I won't add them to the list, since technically nothing is "missing" as the manual wasn't present to begin with.

Re the GOGmix: I see your point, but me keeping the old wording is due to my naive optimistic view that the GOGmixes are just temporarily gone and will be back any time now. And the hyperlink will work again. Hope springs eternal ;).

It may still be worth mentioning the rules .PDF for the physical version in some part of your list, since almost everything in the digital edition hews pretty close to the 4th Edition of the physical one (or tries to). Obviously it's not ideal, but it's not actually that much different from, say, providing a link to a manual for a PlayStation port in lieu of the PC manual: better than nothing.

Digital manuals also exist for all the expansions that had physical versions (some expansions are exclusive to the digital edition). See the "Talisman: Revised 4th Edition" section of this page.

But the Playstation instead of PC is only provided if the PC version did have a manual in the first place. Hence my question whether the PC version had a manual. If yes, and if it's not available I'll put links to the physical game rules as an alternative.

Well, after doing some more searching, it seems that there was a (disc-based) Collector's Digital Edition that came out the year the digital edition first released, and the Amazon entry for it mentions it coming with two manuals (the other presumably for Talisman Prologue, which was included). However, I'll be damned if I can find a scan of it any more than I could that theoretical "straight to PDF" manual. (Probably a moot point, since a manual for a six-year-old physical copy would almost certainly be seriously outdated by now, given the UI changes and additional features added since. I would guess that they went to a simple web manual precisely because it'd be easier to maintain over time...though I don't understand why they didn't just build it into the game -- thus ensuring it would be accessible while offline.)

OK, that's good enough. I added to the list.

According to GOG staff member padlinka, the manual of The Dark Heart of Uukrul can be found in its installation directory.

Thanks, added.

(I was going to write about poor indie developers who have all the good titles taken nowadays so they have to resort to stuff like "Uukrul", but it turns out the game is from 1989.)