I don't have anything too crazy:
Clayfighter Sculptor's Cut, loose. Hollywood Video rental exclusive. Something like ~10,000 copies ever existed. Bought my copy a decade ago for $20 and now it's pushing $300, loose. AFAIK it's one of the rarest N64 games if not the rarest (prove me wrong GAF)
Complete boxed copies of EarthBound, Mother 1+2, and Mother 3.
Moon Crystal for the Famicom, loose. Bought it in Japan.
I also have a bunch of now-expensive games from the NES to the GameCube, but nothing really noteworthy.
I also have a near complete Umihara Kawase game collection. I have complete copies of UK SFC, Shun Second Edition PSX, Second Edition Kanzenban for DS, Sayonara for 3DS, and Sayonara Umihara Kawase+ for Vita with mousepad and little figurine, and I bought the OST for it. I still need to get copies of the first version of the PSX game and the crappy PSP port. I also want to collect all the promotional materials and artbooks for the series.
Now for something with a lot of sentimental value, I backed the Katawa Shoujo artbook kickstarter and so I have that artbook. I didn't have much money at the time so I could only donate enough for just the artbook, but I'm so glad I have it.