Thanks for the trip down nostalgia lane Allen.
As well as actual feelies, how many game companies aren't even putting effort into their manuals anymore? I want to expand feelies definition to the other things that help set the mood before you even begin playing. Command and Conquer's old installations with their SCI FI feel, the briefing coming over the "satelite" transmission fit in to my description. The manuals for Diablo or starcraft with descriptions that are done in-character for the skills, units and buildings also apply in my mind.
I'm going to be Game Mastering a D20 Modern game soon, (planning on every sunday, but have to get everybody's schedules set) While I've been creating the campaign and the world for them to interact with, I've tried my hand at graphic design so I could make a brochure for a place they're going to visit that I can hand out at the game session. I'm putting together a badge that is part of their character's uniforms that they'll be issued. These feelies are for me at least, a natural part of the creation of a world, I was going to do it anyway so that I could describe things better. (Maybe not a whole brochure, but I would have created the info given in it)
This all adds up to that I don't know that the creation of the extras has to have a cost other than manufacture. It certainly isnt that high for console games which I dont think have ever really got them. They're going to be shipped in a box no matter what. Even if it's only in the special, limited or collectors edition of a game, I'd like to see the extras placed out. They add a lot of atmosphere which can get me into a game just as well as a good intro movie.