D3 Reaper of Souls - I had a gift card for Target, so...
Before that was Skyrim. I was low on cash at the time but had a Best Buy credit card. I think this was before Steam cards, but oh well. I got a cool box.
I'm pretty sure that the last physical copy of a PC game that I bought was Civ IV's Beyond the Sword expansion. I think I purchased it around Christmas of 2007.
It was definitely back in the late 90's, but I have no idea what the last PC game I bought was. I had made the switch over to consoles by then. I'm thinking it was Tomb Raider 2 or Riven, those came out around the same time IIRC.
Really hard to remember, because it must have been many many years back. I remember re-buying a used copy of Outcast (since lost) when a local computer show closed its doors. That was around 2005 if I remember correctly. I honestly think that is that last physical copy PC game I bought.
Diablo 3 CE or Fallout New Vegas LE, whichever is newer. I also have Fallout 4 Pipboy Edition on order for pc. Aside from collector editions, I got a few MMORPGs as boxed versions, everything else has been Steam/digital since mid 2000s.
Baldur's Gate II that I found at a thrift store for $3 in 2010. Was just all the discs and the manual, it worked, and I had nothing else to play for a few months. It was awesome.
SC2, and I never opened it. It was also the last time I ever paid anything close to full price on a PC game. It's been an interesting mindset change that doesn't necessarily benefit the industry. I'll drop $40-60 on a physical console game without hesitation, but never on PC.