Trade / exchange with other collectors
Auction (for rare items) : it's risky and expensive, it could ruin a sim. There is also a little probability that the item could be fake (disguised common item).
Hire a Treasure Hunter
(Evil sims) Hire a Professional Thief
Thief Alarm : Collector sims could try to break in and steal collectible items by themselves so it would add a risk of being caught by a police officer or private security officer
Hire Private Security service : for more efficient protection including against Professional Thief