Buried with them like a giant egyptian mausoleum, so that I can take them to the afterlife with me.
And so that the vultures don't go picking over my 'corpse' of a collection.

Seriously though, I have left instructions with relatives and friends as to what happens to collection, so maybe have detailed instructions in your will as you would for any of your other assets... as in who they go to, or how they are sold so that your family gets an asset they can better use (money).