Wow - I have a lot, that's why I'm always so damned broke!
The Residents / Snakefinger / Renaldo & The Loaf - what can I say... I actually own a Schwump "Aphids In The Hall" single - I am a geek.
Devo - been collecting since I was a kid, although once I caught a glimpse of Michael Pilmer's collection, I just gave up on a lot of the odds-n-ends:
http://www.devo-obsesso.com/obsesso/index.html
Servotron - still looking for more of the 7"ers
Shellac (yes, it's killing me not to have the comic & 7" with "Agostino")
(OK as of a few days ago it's no longer killing me - hurrah)
Mudhoney
Bill Cosby records from 60's and 70's - including the so-ridiculous-it's-totally-awesome "Bill Cosby Talks To Kids About Drugs" LP
Peter Green's Fleetwod Mac
Hawkwind (up through and including 'Quark, Strangeness, and Charm')
Nik Turner solo +/- his 'Space Ritual'
Ween (finally gave up on scoring the early self-released stuff though - heard copies of them and they're really not worth the trouble)
Motorhead (up through and including the album '1916')
Luna
Butthole Surfers - (I've almost completely run out of things to look for by them - including the mostly horrible side projects)
Chrome - (except for some of the really later on Damon Edge stuff...)
Helios Creed solo
Tori Amos - This is getting pretty tough and expensive to keep up with... also I've found that I can't care anymore about all those DJ remix 12" singles
Mazzy Star - a collection that is pretty finite, true
Poster Children
Didjits (and later GazaStrippers)
Lonely Trailer
(you can see I have a real soft spot for bands I encountered in Champaign-Urbana in the early 1990's)
Melvins - I've found thought that I am settling for mp3 when the release is just too damn obscure and not guaranteed to be worthwhile... sometimes with them you pay too damn much for a rare 'joke record'
Negativland
Pixies - can't keep up with all the Euro variations of stuff, but I think I've represented the main albums, EPs and compilations pretty well, including some of the older 7 inch 'free-with-magazine' thingys
Shadowy Men On A Shadowy Planet
Skin Yard - I think this collection is complete, cuz it's pretty finite
Bad Livers
Lonesome Organist - this collection has just begun...
the BellRays - they haven't been around that long yet, but I still find myself buying dumb shit like PAL VHS promo 1-song videotapes on eBay.
Also that "Now Time Generation" record with Lisa, Tim Kerr, etc. is really nice...
Barbra Streisand LPs - actually this was an "instant collection" that I just couldn't pass up - on the door leading out from Vintage Vinyl one day there they all were sitting in a box that said "FREE" - there must have been 30-40 unique LPs - all of them Streisand - still unplayed (by me)
Iron Maiden - up until 7th son of a 7th son.
AC/DC - up until 'Razor's Edge' came out with that shitty shitty balls-less "Moneytalks" song
Smashing Pumpkins - I was trying to collect everything at one point, but I lost steam after Mellon Collie... I might not have even started, except that I was "right place right time" when that "I Am One" 7 inch first came out, so I never really had to "catch up" on old stuff.
U.S. Maple / Shorty / Snailboy - yeah... this leads me into the other thing... when you try and collect everything you can from a label... I was bitten pretty hard by the Skin Graft bug, even lucked upon the first Dazzling Killmen / Mother's Day comic & 7" once... still need an actual damn "Lounge Ax" cassette to really complete the collection though!!!
More label addictions past and present:
(i.e. once upon a time I would buy stuff just because it was on the label!)
Sub Pop (nothing really past ~sp400 though)
Amphetamine Reptile
C/Z
Touch & Go
Man's Ruin
Mud 7" from Urbana, IL
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Other labels that I have always thought "What would it be like to have all their releases?", but I know I'll never really try - too much crap in there:
SST
Alternative Tentacles
Shimmy Disc