For me it is anime cels/figures. I had a good time collecting everything, but now that it's come time to sell, its hard trying to get rid of everything without basically just giving it away.
I poured a lot of money into those hobbies. :/

Also was into the car modding scene before that. Had a built (not bought!) CA18DET N13 Pulsar. That thing turned out to be a black hole for money.