For ammo, start with a copy of Cartridges of the World- and an understanding that THAT book barely scratches the surface.
You can pick up specimens of most modern rounds just by cruising the gun shows. Gunbroker.com has a collectable ammo category. Understand that SOME cartridges are scarcer than the guns that shot them.
These are a fraction of some of what I have picked up over the years. Includes stuff not made in over 150 yrs, rocket pistols, elephant gun rounds, and weird stuff that is neither rimfire nor centerfire. Biggest shotshell is a 4 g, smallest a 6mm.