I have so many special editions, I am a sucker for these things.
The first one I ever got I believe was for Catherine. It had a pizza box edition, and it came with a soundtrack, an artbook, a pair of boxers, a t-shirt, and the game all in a pizza box.
I got The Last of Us special edition which came with an artbook, a steel case, I think some naughty dog stickers, issue 1 of the comic book, and some dlc.
I got the Uncharted 3 collectors edition which came package in a stand up chest with a Nathan Drake figure, Nathan's necklace, Nathan's belt buckle, a steel case, (and again maybe some stickers. I don't remember which naughty dog games came with stickers specifically).
Uncharted 4 special edition which came with another Nathan Drake statue, some online dlc, some stickers and a steel case.
The Tales of Xillia special edition which came with a soundtrack and artbook (I think this was one that you automatically got if you preordered the game).
Kingdom Hearts 1.5 and 2.5 special editions (1 coming with artbook and 2 coming with pin, also pre orders).
World of Final Fantasy pre order edition with the artbook and DLC.
Tales of Zestiria Special edition which came with a steel case, the short anime movie on blu ray, soundtrack, art, mini figure things, and I don't remember if there was something else. This one had a lot.
Telltale's The Walking Dead special edition. Came with the game and Compendium 1 of the comics with exclusive covers drawn for them. I actually still have this,sealed.
The Last Story special edition. Came with an artbook and a soundtrack, and it was packaged in a special case for the game that resembles a little book.
Final Fantasy XV deluxe edition which came with the movie on blu ray, a steel case, and dlc.
Life is Strange special edition came with the stellar soundtrack and an art book.
Metal Gear Legacy collection came with digital comics, digital ps1 games, and an artbook.
Zero Escape 3 came with a watch.
Dragon Ball Xenoverse 2 collectors edition Came with a Goku statue, a keychain, a glow in the dark tiny pop, and a prequel comic (maybe some kind of dlc? Don't remember)
South Park the Stick of Truth collectors edition came with a Cartman statue, a map of South Park, and DLC.
And yeah, then there are just numerous amounts of Day 1 editions I've also sprung for just for DLC or something, but I'm not getting into that.