I'm looking for multi-volume collections that came in a slipcase to hold them. For PS2 I've only seen sets of 3, like the GTA Trilogy. But if there are collector's editions with 2 or 4 or more, I'd like to know about those too!
PS1
Arc the Lad Collection
Army Men Gold Collectors' Edition
Crash Bandicoot Collectors' Edition
Disney Interactive Collectors' Edition (A Bug's Life / Tarzan / Tigger's Honey Hunt)
Disney Interactive Collectors' Edition (The Lion King: Simba's Mighty Adventure / Toy Story 2: Buzz Lightyear to the Rescue / Walt Disney World Quest: Magical Racing Tour)
Electronic Arts Collectors' Edition (007: Racing / Medal of Honor / 007: Tomorrow Never Dies)
Electronic Arts Collectors' Edition (Sled Storm / Need for Speed III: Hot Pursuit / NASCAR Rumble)
Electronic Arts Collectors' Edition (NBA Live 2002 / Madden 2002 / NASCAR Thunder 2002)
EIDOS Collector's Edition (Blood Omen: Legacy of Kain / Legacy of Kain: Soul Reaver / Fighting Force)
Grand Theft Auto Collectors' Edition
Grand Theft Auto: The Director's Cut
Spyro Collectors' Edition
Tomb Raider Collectors' Edition
PS2
Grand Theft Auto Double Pack
I was bore so... That's all I can think of.
I'm not sure the Digital Devil Saga example would work. The first game was released in 2004. Along with the game and the soundtrack, you got a slip case that was meant for the first game its sequel. I think the sequel was released in 2005. So, while there is a slipcase involved, the games weren't released at the same time.
Both were released in 2005 - one in April, the other in October.
EDIT: Although I just realized you might live in Japan...