Archive things. It's easier than ever to keep local copies of media, and it could be quite valuable someday.
If it comes to games, they have nearly 0 value and they can disappear - that would not change the value of the game, as they are derivative works and not the ones that are leaving influence. They have hardly any representation of culture around the game, and those who does not talk can be easily replaced with AI playthrough, so I would not care that much. Also, we are forgetting that gamers enjoy to discover new things - and those let's plays are there for a different reason - to stake a place of being there as the main source to generate income from ads and they are aimed at long investments, so they won't disappear as soon as I would like.
I'm also concerned about not being able to run the software at all due to the complexity emulating modern systems (even for non-gaming applications) which rely on servers for functionality and licensing (DRM).
Not that there is a perfect record of every cultural artifact before the digital age of course, maybe it'll all work out somehow.
Non-profits go dark when they run out of money, too.
The specific context of video game history comes up now and then in “indie game journalist” scenes like aftermath. Games journalism in particular has gone through a consolidation and with it comes the destruction of archives both physical and digital.