As some of you may know, After Burner Climax was taken down from PSN and Xbox Live back in December of 2014 due to the license running out for the planes in the game.
Currently buying a download code is the only way to download the game.
I'm not sure if more GAME stores will have the codes, but my local GAME had around 7 or 8. I imagine it will be a case by case basis. The game isn't for sale on the GAME website, as it was removed when the game went down, so getting the game instore is the only way.
Before you ask me, I did not notice if they had any download codes for Xbox 360. Maybe some codes exist, but I've only ever seen PSN codes show up on this site.