I'd have 4 main solutions I can think of, and that can be used together if needed:
- VMs for running Steam and for games that MUST use Steam.
- Emulators, wrappers and source ports for games that allow that, e.g. BSNES for running River Girls Zero, Joiplay / Artemis / EasyRPG / AquariaOSE for games that use compatible engines, etc.
- Having a separated computer you can use 100% offline (requires sideloading games)
- The annoying idea some users give that strays from the original question, but that I think that is valid for once - to get the games from places that openly distribute it DRM free