This is just nonsense. It can't and won't happen.
If you really wanna do something like this, then pick one system and go for it. THAT's completely possible.
Well, if he cuts out arcade and PC, it might be doable. I don't think there's a warehouse on the planet that can house every arcade game ever made. PC just has way too many games period, the way releases work is entirely different for consoles so you'll NEVER find a 'complete' list of PC games.
Frankly, if I was going to go for a complete collection, I'd just skimp out on manuals, boxes, etc. You're gonna run tight on space as it is. I'd also probably start with Genesis and Nintendo 64. They'd be the easiest to complete I think (not counting consoles with <100 titles).
Then there's also the Playstation 2. Sure, the SNES's 800+ games might seem daunting, but the Ps2 has well over 2000+ releases in the US alone.