Collections were a feature added on May 31st, 2012. Buying certain items in a collection will make a red window to the side appear, stating that the item is in a collection. Clicking on the red window or on the collection button (the one with three bags and a question mark) brings you to the collection window. You can put the item in a collection, and if you have all of the items, you can build the collection and sell it for the same profit as the items combined or more. If you don't feel like completing it, you can buy the entire collection with Candy, and not only that, the limit goes down depending on how much of the collection you own.
A list of collections can be found here.