I've sold a lot of retro games. Some I regret, the most recent one that stung was Sonic 3 on Genesis (earliest game in my collection, as far as I'm aware, it was the copy my parents bought me for Christmas in '97). Ultimately they're just toys, though. It happens.
A cousin of my fiancee's let me have the gold cartridge Zelda 1 and 2. We were talking NES right after the Classic came out (which they also had), and he dug them out for me. He refused to take any money for them, although I did leave a $20 in their house. I don't even know if they work, I have an FC Twin I've always meant to test them out on, but it doesn't really matter to me that much.
I've also kept my Saturn and Dreamcast. Saturn because I know if I ever got the itch to play any of the games I have again, the secondhand market prices for those are ridiculous, so I'd rather hang onto them. Selling games has usually been something I'd resort to when I came up short for bills, I consider the Saturn stuff a "break glass in case of emergency" type of thing. The Dreamcast is actually my third, I bought it on Craigslist from a guy who claimed it belonged to Tim Walz (then-Congressman in Minnesota, now the Governor). Whether it's true or not, I can't part with it just based on that alone, it's definitely a cool conversation starter.
As far as movies... VHS I don't have anything. There's some stuff at my parents' house, like old DBZ tapes and whatnot, but if they were ever chucked out I can't say I'd miss them (I own the entire series on Blu-ray now anyway). My fiancee has a few VHS tapes that belonged to her grandma, though. I have a ton of DVDs and Blu-rays, I've been meaning to thin out the collection somewhat, but I know there's a handful of movies I would want to keep even if they're available on streaming. I just like the idea of permanent ownership, especially if I know it's something I'm going to revisit.
I never had that many books, but my fiancee has a ton and I've kept the few I've had over the years. We have barely any CDs.