I have a record that Richard (Moonboots) gave to me when I left the UK years ago with Fuck Off stickers over the labels on both sides. My wife thinks it is ridiculous but it has pride of place in my home.
I also bought records from A-1 that have property of David Morales on them. Seems like it was a thing back in the day.
I also have the setlist from the Gil Scott-Heron show at Coachella that was taped to the drummers kit. Not signed or anything but still nice to have.