@6a2035f3 It did. I still have one around although I have no computer the connector would fit anymore. But yes, you are not imagining things, they were real. 

 @6a2035f3 About a decade after they disappeared, my dad came up to me with a zipdisk marked "My Documents" all excited.

"Can you get anything off this?! It looks like it has a bunch of my old writings!"

As the dutiful techie son, I snagged a cheap zipdrive and popped in the disk. Then began to laugh sadly.

Instead of copying the contents, Dad had just dragged-and-dropped Windows' "My Documents" - which was just a symlink to the actual folder. 

He had faithfully copied a shortcut.