you lack the machine to play them on. If you are a collector then it's likely you have games in your collection that you can not play because you lack the machine to play it on. Having a game and playing it via emulation isn't allowed as that is like owning a Ferrari and having it in your garage and then hiring a Ferrari at a track and then drive it. I have a few games for weird machines like the Bandai DM, Sega Pico, NE PC-8001, Fujitsu FM-7 that I would love to play but can't because I don't have the said machines.
I have resident evil games and the controls suck. Other than that, I have the Wii Zelda E3 demo (used in subsequent expos) but no RVT-R reader. Interestingly, it's on a seemingly pressed disk.
I had a 32X and some games but no Genesis, since it broke down and there wasnt anymore left in mint state (it was 1999). I found a couple units 4 years ago though, so problem solved...
I have a bunch of 32x games and no 32x yet...some PSP and no PSP...and some 3DO and Neo Geo....but none of the systems. Just haven't picked them up yet.
I have several MegaCD games that I bought just for the music. I might get the system someday, but I'm not in any rush...
I have a spare copy of Ballistic (NUON) that I can't play anymore since I sold off my NUON player/games.
Hmmm... I still have a sealed copy of Pole Position for some Atari system... The weird thing is that I tried to eBay it once but could not figure out in what category to list it because the packaging nowhere mentions what system the game is supposed to run on. I'm fairly sure it's not for 2600 though.
I must admit as far as I can remember that every console I have I have at least one or more games for it