When you come aboard a train, you are greeted by a wo/man who collects you tickets. Who is this person, you wonder? S/he is the Conductor! The Conductor is responsible for collecting tickets and in charge of the train. Not necessarily the wo/man who keeps the train running.
Some of the names given for a person who collects trains:model train collectormodel train enthusiasttrain modeler
whatzername says: a person who collects autographs is a philographist... autograph collector :)
There does not appear to be a name for it.
That's an entomologist.
Someone who collects everything would be called a hoarder - this type of person may have OCD as well.