I prefer downloads, so my collection of physical releases isn't that big, but there are some treasures.
Eugene Chadbourne - Adrift
It's a CDR with a hand-made case out of paper, some clippings and a kids sock.
Mr. Chadbourne told me, that he had so many of his daugters' socks lying around, that he eventually decided to utilize them.
Mono Für Alle! - San Pedro Konzert
Mono Für Alle! (meaning Mono For Everyone!) are a weird german band with strict DIY ethics. This hand-made release has covers made out of plywood, inside is a recording of a concert and a Video-CD of it.
Henry Cow - The Road
A limited edition 9 CD/1 DVD set of Henry Cow rarities. As a die-hard-fan of the band I just had to have it.
Paal Nilssen-Love / Massimo Pupillo / Lasse Marhaug – You're Next
An awesome vinyl release by three of my favourite musicians on the small polish Bocian Records label.
I don't even have a record player, so I had it shipped to a friend who ripped it for me. Now it's lying around here, waiting for me to buy a turntable.
Nichelodeon - Bath Salts
A numbered and autographed release featuring what I assume is a lipstick smudge from Claudio Milano on the cover. I helped financing it on kickstarter, so I got a bonus CD and my name is among those he thanked in the booklet.