The Ultimate Unofficial Collector's Guide to D&D
From the Beginning through 3.5
This collector's list series is incredibly complete. It includes not only the books published by TSR and Wizards of the Coast, but those before TSR and those officially licensed by WotC. It also includes licensed miniatures, magazines, and other RPG-related products. The entire series will be approximately a dozen tomes, with the first ones having been released at GenCon in 2009.
There are
samples of what the sections look like, if you're curious.

UUCG: Volume One - Original D&D and Basic D&D
This first volume covers Chainmail, the first box sets (Original D&D), the next boxes (Basic D&D), all the way through the Classic D&D put out in large boxes by TSR in the 1990's, along with all of the modules produced for Basic D&D (from the B series, through Wee Warrior's products, we have it all). Also included is the Thunder Rift setting, as it was only produced for use with the Basic D&D rules.

UUCG: Volume Two - Mystara and Greyhawk
This second volume covers Mystara (as well as its sub settings Hollow World and Red Steel), and Greyhawk. It includes all rules, supplements, and adventures, no matter the rule system they were produced for-Basic, AD&D 1st Edition, AD&D 2nd Edition, 3rd Edition or 3.5. It also includes the Living Greyhawk Journals. And, as always, lots of promotional items are included for fun.
UUCG: Volume Three - AD&D 1st Edition
This third volume covers Advanced Dungeons & Dragons (or AD&D) 1st Edition. Included are all of the rulebooks, adventures and accessories. This era includes some of the most iconic art and stories ever produced--which of us hasn't heard of the Temple of Elemental Evil and Ravenloft, or seen the art from the Player's Handbook?
Future Volumes:
UUCG: Volume Four - Forgotten Realms
UUCG: Volume Five - AD&D 2nd Edition
UUCG: Volume Six - Birthright, Lankhmar, DarkSun
UUCG: Volume Seven - Planescape, Spelljammer, Diablo II
UUCG: Volume Eight - Ravenloft, DragonLance
UUCG: Volume Nine - 3rd Edition, 3.5
UUCG: Volume Ten - Eberron, Kingdoms of Kalamar
UUCG: Volume Eleven - Miniatures, Board Games, Miscellaneous
UUCG: Volume Twelve - Master Checklist, Master Index