In the case of Yakuza 3 and 4, here are a list of things I believe to be true:
1.) I got the game on release date. All of the copies that I have seen up until a couple weeks ago had the DLC advertised. K-Mart received a strange shipment with what I believe to be are re-prints, not earlier copies that do not include the DLC.
2.) The only DLC for Yakuza 4 available on PSN is an items package, which is free. What's included on the voucher does not appear to be available for purchase on the PSN store, so it kind of sucks for those people who bought a gutted game, even if the content was already included on the disc.
3.) In the case of Yakuza 3, it appears the latter shipment is the one that included the DLC, but not advertised anywhere on the front cover. I believe only a small percentage of the Yakuza 3's out there had the DLC, and possibly only available at K-Mart since K-Mart was the one retailer running the promotion where Yakuza 3 came free with the purchase of Yakuza 4.