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Getting the Games
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Digital
Digital versions of the games are available primarily from three storefronts:
Each have their own pros and cons. The Her Interactive versions are the special/bonus editions where available, and may immediately work with more autosplitters. However, they're typically the most expensive option.
The Steam versions are relatively affordable on sales, but currently have mixed compatibility with autosplitters. They're a good option if you're already invested in a Steam library.
Big Fish Games is the cheapest option. Use code "NEW299" on a new account to get any game for $2.99. However, the versions from Big Fish Games may be prone to more compatibility issues with autosplitters.
Steam during sales is a good option for most.
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Physical
Physical versions may be a little less convenient, but have near perfect autosplitter compatibility, and are just kinda cool. They're available on storefronts like eBay and Amazon, but can also be found in places like thrift stores.
With physical versions, it's easy to back them up as an ISO file with a program like InfraRecorder, where you can then natively use the ISO files with Windows to play the games without the real disc inserted. Good if you want to run these games on a computer without a disc drive.
On physical releases for games 1-12, you have to have the disc inserted (or ISO mounted) to start the game. However, there are patches that remove this requirement. If you're using ISOs, this is only a necessity with the original Secrets can Kill due to needing to constantly switch discs throughout the game, whether physical or ISOs. See this page for more.