My wife tolerates my collecting...barely.
Like you and your Heart Shaped Box, I have many titles that I have several copies of. Take Dark Tower 5 for example. I have a trade edition for reading, a trade edition still sealed in shrinkwrap from Grant, a trade edtition signed by Bernie Wrightson, a trade edition signed by Stephen King, an artist edition, and a signed/limited edition. That is six copies of the same title.
Unfortunatley, unlike the spouses and significant others mentioed above, mine does not have a hobby that requires money. She is not a clothes-fiend, does not fly RC helicopters, nor does she buy and restore classic cars.
That being the case, when a box shows up on my doorstep, and she is giving me a hard time about it (as she does each and every time), I cannot say to her..."Oh yeah? Well, what about all the money you spend on X?"
But, she loves me and understand that this is my "thing" and that it makes me happy....so she puts up with it....for now.