As I've made clear on many occasions, I don't think much of game collecting for its own sake. I'd much rather that games be in the hands of people who'll actually, you know, play them instead being locked away in a climate controlled room somewhere so that they can appreciate in value. That said, I have a number of older games in my possession I'm very proud to own, chief among them being an original Empire of the Petal Throne boxed set that's in very good condition and that I acquired for surprisingly little money. I'm also happy to own a complete set of the LBBs + four supplements + Swords & Spells that I use while playing my Dwimmermount campaign.
So, what are your greatest gaming "treasures?"