So ... I joined this group simply because of this thread!
There's never been a COMPLETE index to the Legion ... every list you know of has omissions. For the past couple of years I have dedicated a Facebook page to featuring all the rare and obscure Legion-related items (including books with cameos, mere mentions or references to the group, merchandise, accessories, etc). And currently I am also helping compile a comprehensive index that will list everything and leave no stone unturned.
Personally, I own every single Legion item on my list, except for a couple of collectibles that have proven very hard to find (a piece of wrapping paper, and a style guide DVD). Let me know if you think you can help!
The Facebook page is:
www.facebook.com/bitsoflegionnairebusiness
and the page with all the relevant information is the album repository:
https://www.facebook.com/BitsOfLegionnaireBusiness/photos_stream?tab=photos_albums