With objects, I can be sentimental when looking at them because they bring back memories, but if for some reason I'm thinking about holding on to them I remind myself of the big picture (can't take it with you when you die, etc) and I usually lose any need to hold on to them.
I do tend to collect little things during intense experiences (first parts of relationships, trips to new countries) because it's a way of prolonging the good feelings, but eventually these things lose context because (is this common?) I actually have a bad memory for events. Sometimes I can't remember really basic things like what year I took a trip or when the last time I saw my parents was. But I can tell you five phone numbers of people I haven't called in a decade or the mass of an electron.