I'm not sure this is collecting, but I like to pick up a magnet from every place we vacation. The ones that hold pictures are my fav, so you can add a picture when you get home.
I also like Disney stuff, but I don't think I have enough to call it a collection...
yet.
Younger DD collects
Snow globes (Disney and from vacation spots as well as everyday ones, she's at about 50 now)
Anything dolphin (wouldn't know where to start counting, way too much)
Nutcrackers (this is a fairly new Christmas thing she loves, so we find one every year for her now, her Uncle really scored for her this year and found a Nutcracker Snow Globe

)
Johnny Depp pictures, posters, life size cut-outs, folders, tablets, etc...
Disney pins (as of our last trip)
Post cards from our travels
Older DD collects
Frogs
Bells
Christmas Moose
Grumpy & Tinkerbell items
Post cards