I've been into RPGs for a bit over 25 years and over the last 15 or so I've gone through a few cycles where I thought I was "getting out of the biz" but then a resurgent interest "pulled me back in" (to paraphrase Pacino). During those cycles I've gone through various purges, sometimes getting rid of stuff I wish I had today. Recently I finally accepted--after gaming for 25+ years--that I love RPGs and will probably continue to love RPGs for the foreseeable future, so I decided to flesh out my collection.
Before I came to this realization, and decision, I had pared my collection down to a modest two shelves on a 30-inch wide bookshelf; my books had migrated from storage to a closet shelf to crates in the corner of my office to, now, their full glory in a bookcase...They, and I, figuratively came out of the closet! Now I'm halfway into a third shelf and tentatively planning on filling the whole five-shelf bookcase up with RPGs, which would double my current collection (of course I don't really know how much I'll buy, but that gives me a kind of pseudo-limit not to go beyond!).
To answer the OP's question: Yeah, there's a lot of stuff. My current Want List includes:
*1st edition hardcovers that I don't have: definitely MM2, Fiend Folio, Oriental Adventures, Dragonlance Adventures; maybe Manual of the Planes, Greyhawk Adventures, Unearthed Arcana, the two survival guides.
*Various 1ed modules. The classics I want: White Plume Mountain, the giants-drow series, Desert of Desolation, etc.
*Various 2nd edition setting books and box sets, especially Planescape, but some Birthright, Spelljammer, and maybe one of the Jakandor books, Al-Qadim, etc.
*3.x hardcovers. There are too many to buy in meatspace form, but I'd like to get some of the best, like the monster books (Aberrations, Fiendish Codices, etc), and whatever else I run across. I've pretty much got all he FR and Eberron books that I want.
*Settings, settings, and more settings. There are surprisingly few out there that I really want, but I'm keeping my eyes open.
*New stuff: I buy most of the 4ed hardcovers (although disavow some, like the Power books); some Pathfinder companions; and misc. other books, usually settings or innovative RPGs (e.g. I just bought Sundered Skies and am eyeing Eclipse Phase).
That's probably a lot more than you wanted to know, but that's how it goes
