Very few soundtracks and souvenirs are collectable. Only recordings and items from failed shows or surviving from the earliest days of a long running hit accrue value. They usually must have been circulated in limited quantities, and be in mint condition. Theatremonkey puts the free flyers advertising shows before they open as a better investment than most merchandise. Buy stuff for the memory, not the potential value.
Memories are worth far more any day.
Coats Theatremonkey of course has fur to keep warm. At the Royal National and Barbican theatres check it every time. For your own safety though, take cash, credit cards and keys with you - the staff are very honest and security worries are few, but things do fall out of coats sometimes. Elsewhere, cloakrooms are small, expensive and understaffed, where available at all. DO NOT put it under the seat or in the aisle.