They are graded games from VGA, a company that grades video games then seals them in those boxes for an exorbitant fee, similar to graded/slabbed comic books.
Link to their site:
http://www.vggrader.com/
You can buy the boxes separately without having the game graded from VGA, or from their UK equivalent UKG : link here
http://ukgraders.co.uk/58-video-game...display-cases/
-EDIT- w00t 1000th post