Erik Mona reports (in his blog, The Analytical Engine) the offering on eBay of a level (one large map and a four page key) from the original Castle Greyhawk! Here's the direct link to the auction. Final sale price of this treasure was $3,650. That blows away the previous record of just over 2 grand for a copy of the super-rare (but otherwise un-noteworthy) module ST1 Up the Garden Path.
As far as I can tell the item that I consider the one true Holy Grail of D&D collectors has never come up for sale. This would be a little manuscript called "Supplement to Chainmail" that was the original draft for Dungeons & Dragons. Something like 50 copies were distributed among the local gamers in Lake Geneva and possibly among Dave Arneson's group.
Although I get itchy for old stuff like this from time to time, I'm just as happy with decent retro efforts such as Gary Gygax's hopefully-forthcoming Castle Zagyg. But it's difficult to pull off a good retro product. There's always the issue of changing sensibilities among the gaming community. You couldn't just tart up an exact transcription of something like the Bottle City and expect people to be able to run it nowadays. But if you stray too far from the original you get uneven results like the various "Return to" modules.