Here's a list. But it is doubtful that it is complete.
Nevertheless, it is a rather extensive one.
Some collections are easy to get, even at a lower level at the brokers (for instance the giant toes from the Sinking Sands go for mere silver) which can be profitable at low lvls, but others are a serious pain to complete.
I still have some bones collections (the enchanted ones, the cracked ones and the weathered ones) as the ones I need are sold for pp a piece if they are sold at all. And the page collections are equally hard to complete, not all the pages can be sold I believe and others are drops that aren't all that frequent.
Still, with perseverance I have completed about 90 collections so far, even if it cost me a lot of money