Oh gosh, so many things! I have my grandmother's gold watch, given to me when I was 16. It no longer works, despite my DH having it restored and cleaned for my 50th birthday (it worked for about 5 years after that).
I have a blue gingham shirt my son wore aged 4 and an aran jacket I knitted for my daughter aged 5. No idea why I kept them, never really intended to, but by the time I realised they were in the back of a cupboard somewhere, they'd become nostalgic.
And then there's the first tooth of each of my children, wrapped in tissue and in an envelope with the dates. And the little tags that were round their ankles in hospital when they were born. And the scrap books into which I pasted all their birth congrats and first birthday cards. I even have a lock of my DD's hair from her haircut aged 3.
My mother's cigarette lighter - it didn't even work when she was still alive, so I don't know why she kept it! But it is rather stylish.
I think I might even still have the shawl I used for both my children and somewhere, but I can't find them, I have their first shoes.
I could probably go on....