Spectre: Unless you drop the HDD or get a strange error.
Then I redownload the affected file(s) again from GOG. Like when I ran a gogrepo verification on my GOG installers some months ago, one part of the Dead Space installer was corrupted, so I downloaded it again (with gogrepo).
If GOG had closed the doors and I wouldn't be unable to redownload any files, then of course I would keep two or more copies on several hard drives. The likelihood that all of the hard drives would get broken at the same time, or that the very same file would become corrupted on all hard drives at the same time, is very minimal.
"But what if your house burns down and fries all your hard drives, or an asteroid hits your home?"
a) I could keep one copy (hard drive) at my work instead. Problem solved.
b) In such disaster, I would probably have far more severe problems to ponder about, than just my GOG game collection.
On the other hand, if you meant that burned DVDs (or CDs) are more secure because your data is on several discs, I beg to differ. First, it is much harder to keep multiple copies of hundreds of DVDs, and check periodically that they are all still ok.
Secondly, as I've mentioned before, I had a project earlier to move all (semi-important) data from my old burned CD-R and DVD-R discs to a safer place (a big HDD). It turned out that maybe 10% of those burned discs had become unreadable (I know for a fact they were ok before, I tested them all after burning), just sitting in my cupboard. That taught me the lesson that optical media, especially burned ones, is not secure. It will become unreadable over time.
