Usually obb files are data files for apps and games.
These files are either extracted throw the apk, created by the app or game once running or downloaded by the app or game. They're located in sdcard /Android/obb, you can try to search the app or game on the Web through Google and some sites allow the obb file to be downloaded too, then you just need to put in the directory. Once it's done it's only gone when uninstalled, but I don't think there's much more ways
You can save (backup) the files once you have them tho.
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