http://pc.ign.com/articles/855/855464p1.html (http://pc.ign.com/articles/855/855464p1.html)
QuoteThe Club Denies Membership to Some
Product key snafu plagues launch.
by Erik Brudvig
February 27, 2008 - If you purchased a copy of The Club for PC and have found that it didn't come with a product key, you're not alone. In a production error, a number of copies of The Club shipped without the crucial code that allows access to Games for Windows Live. The extent of the oversight is not currently known.
SEGA's online customer help confirms that the issue is known and offers a solution. It reads, "It has come to our attention that some copies of The Club were shipped without the Product Key necessary for online play." Affected owners are asked not to return the product to retailers. To obtain a key, consumers should submit where and when they purchased their copy through an online form. A product key will then be provided "as soon as possible."
Thought this was funny!
Similar thing happened with the Witcher when it shipped. Shipped with a key you needed to register to get support and exclusive add-ons. Except they did ship with codes anywhere in Canada.