As far as genuine collectors' items go, I have the original album cover to Depeche Mode's Music for the Massesand I have Royksopp's Melody A.M. album with Banksy's artwork and I have David Bowie's original Diamond Dogs without the airbrushing. I have no idea where the Bowie album came from. It was in my dad's vinyl collection. I used to have one of the important Led Zeppelin and Rolling Stone's albums, but I must've lost them both in a move because I can't find them anywhere.
I'd love to nab the original Sex Pistols, God Save the Queen. They're incredibly difficult to find and fetch thousands of dollars.