Once you meet the arcade owner, you'll get a sidequest to find more machines for him. These will be dug up on rank D treasure map caches. Defeat enemies until you spawn a map, drive to the location marked on your map in the wasteland, hop out with
, and open it with
. There are actually 5 you need to dig up. UFO Catcher, Hang On, Space Harrier, Super Hang On, and the Sega Mark 3. Yes, once you get the 4th machine it will make it seem like you're done, but you do actually need to go out and dig up that Sega console. Playing each game only requires you load it up and exit. You do not need to finish a run or score big or anything.