It could really be any list of any contact info that you can export and download as a data file at some point. I have seen physical stores leave clipboards out for people to sign up for a mailing list and that works.
I feel extremely passionate about this topic and I've written extensively on it.
1: Going direct buys you freedom: https://herbertlui.net/going-direct-buys-you-freedom/
2: Own your marketing, own your income: https://herbertlui.net/own-your-marketing-own-your-income/
3: Learning to talk to customers, directly: https://herbertlui.net/learning-to-talk-to-customers-directl...
Of course, I'm not the only one:
The Rostra manifesto is also great! https://www.rostra.co/
There are also the filmmakers buying their own theater: https://www.hollywoodreporter.com/news/general-news/westwood...