I agree with the music ADD quotes. I have some collections near complete (at least in terms of recorded output, but no where close when it comes to all editions/pressing/etc), and with smaller/new bands i started collecting early on have everything, but every day "discover/re-discover" some band and suddenly want all their records if possible. Other bands I enjoy I just can't comprehend ever getting close to everything (Nunslaughter, etc). I also wanted to collect certain catelogues (Banzai Speed Metal, Deathlike Silence, Nuclear War Now!, Bestial Onslaught, SST Records for example), a certain artist (Ed Repka, Pushead, Halseycaust, Chris Moyen) or even certain years in speed/thrash, etc. The list goes on.
I also agree sometimes it sucks, a band will have a poor album, or a 7'' impossible to find due to poor distribution, or even eras of discography that are rare/out of print because the band is embarrassed with them (let's just use Glamtera and Neo-Destruction as examples, but there's definitely more!) and usually a combination of these reasons makes you feel lame, especially if you had to shuffle out $75-100 for a CD copy of "The Least Successful Human Cannonball" or something to complete your destruction discography