This question can be taken many ways for me.
First - Sport Games I payed a good amount for:
I am not a fan of sport games and I hate paying more then $10 for a game I know I'll never play.
I bought NCAA College Basketball 2K3 on GameCube not long ago for around $100...
Every time I see it in my collection I think "I can't believe I payed $100 for this stupid game"
But seeing it goes for well over that, I felt I had to buy it for my collection.
Second - Collector's Editions:
I get suckered to buy a lot of Collector's Editions and spend as much as $200 for them. While I love the steel books and some of the items I see these giant statues and these large giant boxes that take up so much space I think later "why did I buy that" lol
Third - Games that if people see them in my collection they think I'm a perv:
I love to collect weird games, I laugh at their weirdness and love showing people the odd side of video games.
But I do have a few I think... God... Why did I buy this... this game is messed up.
I own many "Adult" games and some from Japan are just so pervy that make me cringe at their subject mater.
But the funny thing is... Most people want to see those games. lol
Thank God I'm limited to Consoles and handhelds so there's not a lot of them.