From Sega Retro
The Gear-to-Gear Cable, known as the VS Cable (対戦ケーブル) in Japan, is an accessory for the Sega Game Gear. It allows two systems to be linked together and play multi-player games together. It plugs into a special port on top of the system. To use the cable each player must have one cable, two systems, and two copies of the game.