I haven't been collecting for very long, so my story isn't as impressive as some of these others, but every year Dunkin' Donuts puts out a 30-card set of the Pawtucket Red Sox. The cards are not available in stores; the only way to get them is to go to the game that they are given away at. I'd estimate the total print run is about 10,000, give or take a little.
I am trying to get every card in the 2007 set signed, and so when I went to Red Sox spring training in 2009 as a 14th birthday present, I spent all three of my days there trying to get those cards signed by the guys who were still there who I needed. At the time, I think there were six: Clay Buchholz, Jacoby Ellsbury, Jon Lester, Javier Lopez, George Kottaras, and Manny Delcarmen. I got plenty of autographs there, including Josh Beckett on a ROMLB, but none of the six I needed. Lester shot me down when I was the only one nearby. I was dispirited by it, but a couple weeks after I got back, I saw a return from Buchholz on one of the internet forums. I knew he had a shoddy track record TTM, but figured 'what the hey' and sent to him. It came back about a week and a half later, signed. He started it with a dying Sharpie, but other than that it looks fine. As it turned out, there was about a 2 1/2- 3 week window that spring where he signed TTM, and I haven't seen any from him since. Lopez and Delcarmen also signed TTM for me that spring, and last year I bit the bullet and paid $150 for a Lester signing with Steiner. That made 25/30 (seen
here), which I think will be it for a while, as none of the remaining five sign TTM, and I haven't done IP graphing in years.
Then about two months after getting the Buchholz, I wrote to Abe Alvarez, who at the time was playing for an Italian team. I wrote to him in Italy, and included an IRC with my request. When the season over there ended, and I hadn't received anything back, I wrote it off. Fast forward to July of 2010 (15 months after sending the request to Italy) I get a return postmarked from Los Angeles. I opened it, and Alvarez had signed both of my cards, and returned the unused (now expired) IRC with it.
In all my years collecting the set, I have only seen a few instances where cards from it have come up for sale, and none where the cards were signed. As far as I know, I'm the only person collecting that set.