Well, I had a couple that were quite odd, but gave them away.
One was a digital Pet Rock. It had a USB cable.
The other was a green plastic cucumber pickle. When you pressed a little button on the side, so help me, the damn thing yodeled.
I also have a brick given to me by my sister that bears the legend "FEITP". Stands for "Forget 'em, it's their problem".
My favorite actual collector piece was given to me by my brother. It's a brass lensatic compass, dated 1942, made to be issued to British Army officers. Weighs about half a pound, built like a safe.
Don't know if it was issued or not, but it's seen a lot of service somewhere.
I also have a lovely puukko, made (sheath and all) by Juka Hankkala, one of the two or three best knifemakers in Finland. A high school classmate who lives in Finland now gave it to me.