I have a little bit of everything in my collection. Let's see what that pertains:
LEGO-
Three of the sets (hopefully more someday soon)
Plenty of Harry Potter MoCs
The Building the Magical World book
The two video games on DS (Years 1-4 is the Holiday Gift Pack)
Books-
Sorcerer's Stone (Paperback)
Chamber of Secrets, Half-Blood Prince, Deathly Hallows (all hardcover)
Three poster books
The Goblet of Fire "Create and Trace" book
The Tales of Beedle the Bard
Fantastic Beasts and where to find them and Quidditch Through the Ages
The Goblet of Fire Coloring Book
Movies-
Years 1-5 (2 discs)
Years 6 and 7 Part 1 (1 disc)
Deathly Hallows Part 2 (DVD, Blu-ray, and Digital Copy combo pack)
I'm saving up for the Ultimate Editions, but I don't have any of those yet
Soundtracks-
Years 1-4 on my MP3 Player
Year 4 physical disk
I hope to get Years 5-7 Part 2 soon!
Noble Collection-
The Elder Wand
Homemade Stuff-
Gryffindor bookmark
Hermione's acceptance envelope (not the letter)
The envelope to Gringotts about Vault You-Know-Which
A potion bottle
3 hand carved wands (I hope to make many more and sell them sometime)
Miscellaneous-
Time Turner with sticker book
Building Card Hogwarts
Gryffindor cloak
Plastic Harry Potter wand
3 Wizard Cards from Chocolate Frogs
1 Wizarding World Chocolate Frog Card and box
A desk calendar from 2004 (Prisoner of Azkaban)
A desk calendar for 2011
A few of the trading cards
Video Games-
Order of the Phoenix (Wii)
It's a work in progress, but I'm getting there. Also, I think I have more. I'll have to check sometime.