When I was playing games like Master of Magic or Master of Orion 1, I just printed the manual PDFs and kept the papers around.However, the thing that really bugs me is that many (most?) of manuals are really shallow. Instead of what "attack" and "defense" stats do, they tell you that you do combat by left-clicking your enemy (which is something that people can find out by themselves, but how I can make strategic choices when I have no idea what does "+1 attack" or "+3 defense" do?) Instead of what the heck does the washing machine mean by "Error 7B", you get a meaningless troubleshooting section with entries like "Problem: The machine is not working. Solution: You should have plugged it into the wall."
(I guess that it's easy to write a "manual" like this and justify it with "well, people don't read the manuals anyway", and that's probably true. But it still bugs me.)