Do PS+ games work when not online?

I figured you Vita Polynauts might be able to answer this question for me. I am getting a Vita for Christmas and have also asked for a PS+ subscription. I am curious tho', after I download the games from the Instant Game Collection do I have to be connected to the Internet to verify that I "own" the rights to play this game? Or can I be on the plane and play Gravity Rush?