I searched for Sly Cooper Collection, Costco, and various other parameters, nothing came up.
It's not very complicated. If you're a Costco member, you receive a coupon book monthly. This month one of the deals featured (which doesn't require a coupon) is $5 off part of the game selection.
Of course the game selection and validity depends on the individual stores. This should be apparent and obvious if you even know what Costco is.
It was just a good deal I saw, it looked like no one had mentioned it here, yet. I suppose this'll be my only attempt at doing that.