Airplane tickets, receipts, Sakuma Drop candy tins, posters, journals, cards and games.
Especially games. I just can't bear the thought of even selling them away. Thanks to this I have a shelf full of games, some of which I have not played for close to 8 years, also, 1 or 2 games which no longer works due to old age. However, the fact is that childhood was heavily influenced by these few games, I would never, ever throw them away no matter under what circumstances.
Heck, I still can't bear to throw out my near-dead PS1.