Video games, while a digital art, live on physical media. Whether cartridge, magnetic tape or floppy disk, they degrade. Without care and study, they disappear and cannot be played again. While it might be possible to preserve play using emulation or video captures, scholars need to consider every option at their disposal to preserve video games for future study. This includes securing original versions of games and ephemera, recording play, interviewing game creators, and players, and much more. This article develops a new approach to conceptualise video games as material and cultural heritage, and proposes a methodology for their study, especially those for which there is no original version left.