I have 3:

• Assassins Creed 1 (was same price as normal AC)
• Alan Wake (Bonus disc and soundtrack + book looked cool)
• Halo Reach (I wanted the elite armor set)

If there's a game that has the option for limited edition, then I'll get it..... because I like to form clutter in my room XD.

To name a few....
- Elder Scrolls IV
- Halo 3... well, basically every halo game
- Fallout 3
- Legend of Zelda: Phantom hourglass (came with an awesome DS case.. how could I say no ^_^)

Well, Ive got no "collectors editions", but a few limited edition runs like bundles.

Red Steel 2 WiiMotion Plus Bundle
Monster Hunter Tri CCPro Bundle
...Metroid Prime Trilogy (the actual game itself was a limtied run, so i guess it counts)

Red Alert 3