OutRun appeared in Vol.13 of the Japanese only SEGA AGES 2500 series for the Playstation 2. To go with the release of the SEGA AGES games you could also collect the game key chains.
Not sure if you had to send off for them, got them with some of the games, collectors editions, or if they were promotional gifts..maybe someone can confirm ?
Below is a collection of some of the collectible key chains.
SEGA OUTRUN 86 Blog 