Of writing books there is no end. I, at first, collected everything on or by Sandow. Books, photo's, articles and objects. There are many good books published now on weight training. You could collect a specific authors works or perhaps an isolated section regarding muscle building.
Photographs are excellent to collect, and fairly cheap albums are obtainable from the drug stores.
All comparatively recent stars pics are available from several sources. Muscle courses, especially the older mail order courses, are almost extinct now, with a couple of exceptions. The exceptions are the ones that have stood the test of time and proved to be of value. Naturally, out of date courses are much harder to acquire as few people bother to save things for very long. One excellent bi-product of becoming a collector is the close friendship throughout the exotic World of Muscle Mag Swappers.