I think my favorite might be the Nevada ashtray book, by Art Anderson! The stories and the bits of history in that book are what got me interested in the history/stories of the casinos in Nevada.

The book isn't really a collectible, so this is the ashtray that I looked up in the book, at Gamblers General Store, on one of our trips to Las Vegas. And that's when I learned that Benny Binion did time, and Joe W Brown owned/operated the Horseshoe in his place...

We paid .25 for the ashtray, at a local flea market