What do you call media/entertainment that is a physical object as opposed to digital?

Probably just physical copies? It's not really a medium or anything.

No, there is no name for the collection you put together with slashes because you have merged two completely different eras in art. VHS/DVD/Vinyl/Cassette/CD were never considered art media - they were merely the items that held audio or video live recordings. The medium was music, theater, film acting, TV acting, etc. They were not interactive (with a rarely used exception of interactive video) in that an artist had to create something and then pull out a mechanical device (recorder of some kind) and aim it.

The closest thing to digital that could be handled before the digital computer era was/is synthesizers for making music and manipulating light and those were analog electronics including tubes for 50 years or more before transistors were developed in the 1950's.

Poster/Print/Film/etc, including painting & sculpture are more or less interactive by the artist - even though a poster can be run off in the thousands on a printing press, it has to be painted or otherwise developed by hand or handled tools.