I possibly own the most complete Babylon Whores collection outside Finland (also including related bands), and certainly the most complete Schweisser collection outside the band itself (I got a whole bunch of demo tapes, rehearsal tapes, and unreleased preproduction demos directly from the drummer).
Other than that, I'm a completionist with all the bands I like as far as official releases go - though I'm not the kind of collector like mentioned above who will buy several versions of the same album even if they don't contain bonus stuff. It's the recorded output I collect, not different pressings - for example, I wouldn't buy a Korean version just for the sake of owning it if I have the bonus tracks it contains already somewhere else.
The only band I additionally collect rarities and (factory-pressed) bootlegs of would be Blind Guardian (though I'm not that big a fan of the band since I'm not a teenager anymore, it's more of a sentimental leftover from the days of my youth).
Some things that come to mind are:
Babylon Whores - Devil's Meat 7" (lim. 300), Sloane 313 EP (lim. 500), Trismegistos EP (lim. 500)
Schweisser - Die Schweisser LP (lim. 1000)
Dissection - practically everything I own from Dissection is limited or OOP in some way: No Fashion release of The Somberlain, first pressing digipak of Storm Of The Light's Bane, Where Dead Angels Lie shaped CD, Live Legacy box with additional CD+DVD (lim. 1000)
Children Of Bodom - all the singles, Tokyo Warhearts box
Blind Guardian - second Lucifer's Heritage original demo tape, Follow The Blind (original vinyl on NRR), several Japanese versions
Cradle Of Filth - Dusk And Her Embrace digibook, Dusk And Her Embrace coffin, Cruelty And The Beast Japanese, Cruelty And The Beast cross, From The Cradle To Enslave digi, Midian digibook
Hypocrisy - The Arrival (box + DVD, lim. 1000)
Nocte Obducta - Begräbnisvermählung (demo tape), Stille (vinyl, lim. 333)
Sentenced - The Trooper EP
My Dying Bride - The Stories (3CD box)
Immortal - Battles In The North (digi and lim.ed. with the Immortal 7" tracks), Blizzard Beasts (embossed case, lim. 1000)
Damn, I have an HTML list of my collection, I should put it online somewhere for you to worship it.