Another series I love is the National Lampoon's (original) Vacation Series with Chevy Chase: Vacation (Wally World), European Vacation, Vegas Vacation, Christmas Vacation.

My family have their own collections (already mentioned by others). My wife loves the Hunger Games collection, in particular.

Among shows (not movies). I have a number.

The more common ones:
Star Trek TNG, DS9, Voyager. Only TNG is complete because I can watch the rest (all the shows and movies) on Netflix.
X-Files Seasons 1-9 (my wife's favorite series)\
Married with Children Seasons 1-11
The History Channel Dogfights Season 1 & 2
The Universe
The Greatest Tank Battles

Just the shows above are already a lot of DVDs.

The less common shows:

Black Lagoon Seasons 1 and 2 DVD and Blu Ray set

I want to buy the complete Star Blazers saga. But, all three cost around $700.