By "lost", I mean games that have been lost to time--games that you would not be able to play now, even if you wanted to.

It could be because you cannot currently get a copy of the game (through legitimate means), or your own copy is not able to run since the tech has moved on. Perhaps the game's servers have been shut down or the multiplayer base has died out. Or, perhaps the game's development took it in a different direction and you're left hankering for an older build.