I collect performances conducted by the great Jascha Horenstein (still missing some Bach, Schubert, Ravel, Stravinsky, Simpson (if anyone hears of a recording of him doing Mahler 2 or 5,I'd be grateful). (I'm going to join this interesting community.)
I also collect Dictionaries of Quotations, and I'm compiling mu own according to an 18th century self-indexing system.
I hope to get the obscurer half of the early 20th century edition of the works of Nietzsche, and complete my 3rd/4th editions of Grove's Dictionary of Musicians.
Also a tiny collection on audio tape of works by Carl Friedrich Abel (a friend of mine is a great-great-great-great grand niece of his.
I'm also tracking down some titles I've wanted quite a while. Sometimes I try via an online secondhand book dealers communal site.

One tip that's worked for me is, when you go to a dealer, car boot, auction or whatever, is to say in your head "Go on, surprise me !", or have some particular item firmly in mind in the same situations.
The number of times I've found what I was looking for , or something I was l.f., is too large not to think one can talk to the Universe, and get a response.