In the early personal computer days, recording artists included hidden computer programs on vinyl records — you recorded the LP to tape, then put the tape in your computer's cassette drive. Here's a nice history of the practice, with screenshots of the programs in action and links to emulated versions.
A gigantic step up from encoded text files were actual games included in the grooves of records. In 1984, The Thompson Twins released 'The Thompson Twins Adventure Game' in both regular vinyl and flexi disc formats.
This one has survived the ravages of time and is available for download online. You can play it in your web browser by clicking this link. The game is a bizarre text-based adventure in which you guide the Thompson Twins around a land of beaches and caves. If you didn't grow up playing these games, in which you have to keep a map on paper and guess which key verbs the programmers used for certain actions, you may find it a bit frustrating. I poked around a little, but I haven't played it enough to see how it ends. If you go north from the first screen, the Thompson Twins drown en masse. As always, the British say it best:
"And, what a surprise, having deafened my family recording it onto tape on our dodgy stereo, when the game finally worked, it was crap. Bloody stupid Eighties floppy haired innumerate Chesterfield talentless ponces."