I have a few LEGO Indy holy grails - everything I don't have (i.e., the rarities - the 2008 SDCC exclusive, the 2009 ToyFare exclusive, and the promo minifigure(s) given to members of the development teams of the LEGO Indy videogames).
Bizarrely, even incredibly (given my extremely limited means at the time), I managed to not only get all of the sixteen boxed retail sets (plus the Brickmaster set, all the keychains, the second magnet set, and the Nintendo DS cases, plus versions of the videogames if we might count those here), but I actually managed to get duplicates of nearly everything - set 7623 Temple Escape is the only boxed retail set I have only one copy of. I managed to get anywhere from two to ten copies apiece of every other set in the line.
I still wish I'd gotten even more, for additional parts and army-building purposes; I also would like to be able to have kept at least one copy of the packaging for each set, but I no longer have the boxes for my single copy of Temple Escape or my two copies of Jungle Duel (I lived in a tiny studio apartment and was forced to get rid of the ones I had while cleaning up, and had hoped to get more of each later, but never did). The others aren't a problem, though, as I still have at least one still-unopened copy of each of the other fourteen regular sets, and I have a lot more space now so I can hang on to packaging and such.
Here's a quick pic of most of my unopened stuff, with a wee glimpse of some of the rest of my LEGO collection (LEGO in general is another of my obsessions; I was beside myself when LEGO Indiana Jones was announced); apologies for my photographic non-skills:
Not visible here (because for the most part they're less accessible at the moment) are a case of four more copies of 7622 Race For the Stolen Treasure, the second (all Crystal Skull
-themed) magnet set, two copies of the Indy minifigure keychain and one of each of the other five keychains, two Nintendo DS cases, and all the sets I've opened and assembled already:
7195 Ambush in Cairo (x4)
7196 Chauchilla Cemetery Battle (x2)
7197 Venice Canal Chase
7199 The Temple of Doom
7620 Indiana Jones Motorcycle Chase
7621 Indiana Jones and the Lost Tomb
7622 Race For the Stolen Treasure (x2)
7623 Temple Escape
7624 Jungle Duel (x2)
7625 River Chase
7626 Jungle Cutter
7628 Peril in Peru
7682 Shanghai Chase
20004 Indy's Jungle Cruiser (Brickmaster)
I'm kind of astonished at myself for not already having put together at least one of everything yet, but of course I was still in my eensy apartment with no space when these were coming out, and now I have plenty of room but I'm still setting up a dedicated building / display area for LEGO, so a lot of my actual LEGO building plans (both official sets and my own creations) are on hold until I can get the place organized, dedicated tables / desks set up, etc. I might not wait much longer, though; I'm starting to get antsy.
Anyway... the #1 thing I want that I don't have is either the SDCC set or the Indiana Jones / Han Solo piece from ToyFare. Oh, and I'd also like some (all) of the store displays, but I'm probably getting carried away.