I don't really collect it but I do have a lot. All of the Model Builder mags, many The Lionel Magazines (pre-Model Builder), old and new books, Toy Train mags, all of the CTT issues , most O Scale RR mags, all O Gauge RR mags, all Lionel Postwar catalogs, many PreWar Lionel catalogs, Plasticville catalogs,, instruction sheets, etc.
I found at a flea market years ago a copy of the equipment auction catalog from 1969 (I think) from when Lionel closed the factory. I'll dig it up and take a pic or two to post.
Come to think of it, maybe I do collect paper.