Purchased off eBay from John Haughm who was kind enough to sign it for me as well
I paid US$227.50 for Agalloch's "The Mantle", the only officially band supported pressing of this record on grey wax /500.
I also have Pale Folklore on blue wax and Ashes Against the Grain on black, both signed by John Haughm and the Agalloch/Nest split pic disc. They all cost a pretty penny.
I snagged one of those signed copies off John as well, picked mine up for $185US which I thought was a bargain as I'd just prior to that tracked down an unsigned copy for $170US that was for a friends birthday.
Agalloch probably makes up a good portion of my expensive vinyl, PF I got for around $90US & I paid between $100-125US for AAG (Got all 3).
Most expensive box sets I own are the recent SYL complete works, picked up a Die Hard & Splatter, can't remember how much they were on their own but they collectively set me back $700AU after shipping, they are very pretty though.
On the opposite end of the spectrum a couple of records I've picked up for far far less then I expected I'd be up for include:
If These Trees Could Talk - S/T, original tour press for $60US
Russian Circles - Enter, first pressing on transparent red wax for $38US