Well, this is new. Quantum Break, Remedy's grand experiment fusing video games with serial television, has some video game parts and some live-action parts. The video game parts will come bundled on the game's disc/download. The live-action TV episode parts, however, will have to be streamed to your PC or Xbox. Remedy's Greg Louden told Game Informer that the decision to do this was based on not just the file size of the videos, but the fact that there'd be so many videos required — the game has a branching storyline — that "When we figured out how big the data was, we had to backpedal and think of some good solutions and this made sense".
That solution is going to be a killer for people with bandwidth caps on their internet usage. Xbox One users will at least have the option to download the videos to their HDD, but PC owners — remember, there's a PC version now — won't, because on PC the videos will run up to 4K in size.