I thought mine might have been Gears of War 3.
But upon review I discovered that I'd actually purchased Jillian Michaels' Fitness Adventure a couple of months later (think Tomb Raider, but you actually jump and dodge and weave in front of the TV rather than use the controller... it was actually a pretty cool idea, but with some flawed implementation sadly). So that was my last physical purchase, and it came out in 2011.