Here we go... :) I posted a collection in the olden days and a lot of this probably hasn't been out from storage since then.
Shenmue I & II games, the Xbox demo lets you play a days worth of Shenmue II if I remember. Can't remember if there are any differences between the demo and the released game but held onto it regardless.
Shenmue III (Here's hoping we all get to make a Shenmue IV collection some day...)
Official CDs and the movie DVD, the piece of film is from inside the OST, always been curious about what different ones are about.
Assorted things... Insert Coin clothing and some random things I got in Forbidden Planet some years ago. The hoodie is warm and comfortable, I've literally been wearing it to work this week.
Various guide books, some are looking a bit worse for wear these days, particularly the Perfect Shenmue II Guide as I've extensively used it for wiki research to the point that some of the pages are falling out. Incidentally, do Shenmue III guides exist? I haven't spotted any...
Doujinshi
Honestly I love this kind of fan made stuff as much as the official stuff, but it's pretty hard to come by, that and I haven't looked for any new ones in a while.
Not pictured: Shenmue clear files because I don't know where I have stored them! And my F4F Ryo Hazuki figure because I just plain forgot to photograph him, would love to add Lan Di one day.