I have "Tampopo" which I bought new for less than $15 because I like the movie.
There's one on eBay with a "Buy It Now" price of nearly $150.

I have an inscribed copy of "The Last Unicorn" from which Peter Beagle actually made money from its sale.

Quoting cvermeylen:

Quote:
Do you have in your collection some items you are particularly proud of. I have an interest in Bond, Star Trek and Star Wars. So here is what they look like

I own the Bond Limited Edition briefcase. I have both unofficial movies "Casino Royale" and "Never Say Never Again", and I have all the soundtracks.




And here is my Star Trek collection. Every movie and season ever released, and including the Movie soundtracks




Here are the Star Wars Movies and Soundtracks. For the original trilogy, I have the soundtracks twice. The Anthology box, and the boxset with the complete scores.

Damn, thw Bond Limited Edition briefcase looks kewl is that a UK only release? Are those DVD in cd cases or soundtracks?

There's too many to list, but some standouts are

- All Star Trek (TV Season sets and Movies), I also have both the Enterprise D and E models on display

- All Star Wars (All the movies and the Clone Wars), along with Darth Maul and Qui-Gon Jinn 12" figurine from Sideshow Collectibles, as well as the X-Wing and Tie Interceptor Lego Collector's models. I also have what they call "Vinyl Collectible Dolls", I have Darth Vader, 2 stormtroopers, and 1 Tie Pilot (from Sideshow).

- The Planet of the Ape: Ape Head Special Edition

- All the LotR DVD (Theatrical and Extended cut) along with Gandalf's and Frodo's sword replicas, Minas Tirith polystone (from the LotR3 giftset) and Helm's Deep polystone (from Sideshow), and a replica of the One ring (with engravings)

- The Universal "The Legacy Collection" (Dracula, Frankenstein, Wolfman, Creature from the Black Lagoon, Invisible Man and The Mummy) with the 3 polystone busts of Frankenstein, Dracula and Wolfman.

- I'm also buying the Voltron sets as they come out, and I have bought a collector's figurine of the five lions which can be assembled into Voltron.

Quoting Randall_Lind:

Quote:
I lover Star Trek but I find the series are way over price $98 per season for voyager. Yea it a good TV show but over price.

I'll agree that they are overpriced, but I still bought them all as they were coming out on release day. Yes I paid a lot, but I'm very happy I did!

all seven bonus dvd of Star Trek Voyager and the four bonus dvd of Star Trek Enterprise

Quoting Martin_Zuidervliet:

Quote:
I am not proud of anything because I did not made them, but I am more than happy with:

Army of Darkness (Hong Kong version)
and
Kill Bill Vol. 1 (Japanese version)

Martin, being happy with, may in fact be a better statement 




Quoting Kevin:

Quote:
I don't really have any sets or anything I'm proud of. I guess I like the LOTR gift set stuff, and the King Kong (new one) Production Diaries. The reason those items are special is that I had friends working on those films, and there's kind of a connection there. In fact, my friend who worked on King Kong was requested to work on it, and went to New Zealand twice for months at a time.

The other things that are special are some DVD's that are autographed.

October Sky (Homer Hickam (plus his book Rocket Boys))
Star Trek: The Motion Picture Director's Edition (Robert Wise)
Star Trek II: The Wrath of Kahn (Ricardo Montalban)
Star Trek IV: The Undiscovered Country (Nicholas Meyer)
Superman: The Movie (Richard Donner and Tom Mankiewicz)

I've also got quite a few movie scores autographed by the composers.

Having signatured items always a nice bonus. Fortunately, we have an annually returning event where we can request autographs, the Brussels International Festival of Fantastic Film.
A few years ago I started collecting autographs:

Bride of Chucky R1 - signed by Ronny Yu
Ginger Snaps R2 - signed by Emily Perkins
Total Recall R1 - signed by Michael Ironside
Batteries Not Included R2 - signed by Matthew Robbins
Wrong Turn R2 - signed by Rob Schneider
Back to the Future boxset R2 - signed by Christopher Lloyd
Bride of Re-Animator R2 - signed by Brian Yuzna
Maniac R2 - signed by William Lustig
Mulholland Drive R2 - signed by Laura Harring (who is in my avatar by the way  )