I can only remember more recent ones. I got the Special Edition Infamous 2 Bundle when it was on sale and I'm getting the "Special edition" (if you would call it that) Skyward Sword. I know there's been more, I just can't remember.
The only ones that come to mind are the two Zelda games on N64. If you pre-ordered, you could get Ocarina of Time on a gold cartridge. For Majora's Mask, they all came on gold cartridges, but those who bought it early got a 3D lenticular label on the cartridge.
I bought the collector's edition of Fallout New Vegas. Came with a snazzy deck of playing cards, a hardcover comic book, some poker chips and a platinum chip replica, along with a making of dvd all inside of a nifty box.
I've got the special edition of Legend of Zelda: Spirit Tracks, I have opened the tin and the game, of course.
But the two figurines are still in mint, new and sealed condition.
I got the collectors edition of FF12. It was nice because it came with a bonus dvd with the creation information on the game and a whole history of final fantasy. I enjoyed it.
I also bought the 'bundle' for the Crisis Core FFVII psp. imported it, got all the goodies etc.
I guess it's not really a special edition but I purchased four final fantasy ultimanias as well.. and the guide for FF13. I dunno. Other than that I really don't buy special edition stuff.
Killzone 3, inFamous 2, Uncharted 3, Call of Duty: Modern Warfare 2, Call of Duty: Black Ops, LittleBigPlanet 2, Catherine, Star Wars: The Force Unleashed 2, Assassin's Creed II, Assassin's Creed: Brotherhood, and Epic Mickey and those are the ones that offered the silly little trinkets. I've got a few EA "Limited Edition" titles and then a GOTY here and there.