Here's how this hobby started, and how you can start your own collection:
Travel to Vegas, stay at favorite Strip hotel.
Walk to new casino. Sit down at favorite game. Have a beverage.
When you're up, pocket one $5 chip and three $1 chips. Out of sight, out of mind.
Walk to next hotel, repeat.
Voila, instant collection on the house! Its great motivation to visit and play at different casinos. Now I have a mental list of other casinos to visit on my next trip to Vegas in July, and each time I return, to continue the collection. Also, I encourage family to bring me a chip from casinos that they play in Mississippi, etc.