People need to lighten up on the OP. He is just lucky he doesn't play historical wargames. Plus I've noticed if you hang around on other game's forums (even ones you don't play) a lot of times people will sell of their entire collections. I haven't gotten any but some were really good deals.
Take FoW, a 1944 U.S. tank company in 15mm with the core rulebook and you are at $275 just to start playing. Add at least another few hundred to complete all the options. Plus add on 1/300 scale air (and maybe ground), 1/2400 scale naval, plus everyone has to have 28mm ground too. And we are still in WWII...
Add on ancients, English Civil War, American Revolution, Napoleonics, French and Indian wars, American Civil War, WWI. That assumes you aren't into any moderns or sci-fi.