In addition to airmail envelopes, my personal ephemera collection includes a group of vintage transit tickets. Most are bus and railroad tickets, with a few baggage claim and other travel tickets mixed in.
Vintage transit tickets are fun to collect because there are so many different ones out there. It's easy to find some that you don't already have and you'll never have a fully complete collection. There are just too many out there in different colors / fonts / styles.
If you asked me which ones were my favorite, I'd probably have to say these British bus tickets. I really like the dual colors and text on text style.