Collect something as you travel. The easiest (and least expensive) suggestion is room keys, the card type.
I have a stack that, if and when boredom ever sets in, I can flick through and so many memories flood back.
For the record, the cards shown here are: (top row, from left), Ritz-Carlton Key Biscayne, Park Hyatt Abu Dhabi, Grand Hotel Europe in St Petersburg, Hotel Baltschug Kempinski in Moscow, Mandarin Oriental New York. (Middle row) Park Hyatt Shanghai, Four Seasons Hotel Milano, Sukhothai in Bangkok, Le Royal Monceau Raffles Paris, La Samanna on St-Martin. (Bottom Row) W New York Downtown, Hotel Vier Jahreszeiten Kempinski Munich, Conrad Macao Cotai Central, Waldorf Astoria Shanghai on the Bund, Jumeirah at Etihad Towers Abu Dhabi.