I collect the hopes, dreams and sometimes the nightmares of children.
Seriously though: Magic the Gathering cards (though this is only once every few years that I get the urge) and Monster in my Pocket. Managed to track down the full series 1 with the Monster Mountain.
At 32 years of age, for some reason I felt the need to collect it. You know how it is: Couldn't afford it when you were little, or didn't have the means to collect it, but now you can.