did you check to see if ok covered as books at least for part. as soon as say you have valuable collection will often get negative response but books sometimes easier to cover on core terms as insurers expect those in a house. sensible value for each as with a new book price means gain on some lose on others but better than nothing to start. still usually a max limit before specialist insurance required

I went through Allstate. What I had to do was give them a PRECISE list of what I owned (that I update bi-yearly), and just pay a premium. Currently I have $20k worth of insurance on my collection. Probably overly generous, but, better safe than sorry. My buddy's dad collects Lionel trains, and he has a special rider on his homeowner's insurance to cover the thousands of trains he owns.

Honestly, if your insurance company doesn't handle collectibles, then you should find a new insurance agency. Done deal.

Zen

You might start with this website:

http://www.collectinsure.com/

Just a brief glance over the site, they seem to be pretty well established and insure a plethora of collectibles including ephemera (for those of you that like to pay $18000 for a scrap of paper.   ).  Doesnt say anything specific about RPG's but perhaps they could be covered under a broader category such as books or toys.