Maybe to start a doll collection:
I'm not big on treasures and while some are amusing, I have no problem selling them to a vendor.
The best treasure, imho, is "1001 Remedies for Slaughterfish Bites Field Guide". You will need that in Cyrodiil to swim across the slaughterfish infested waters to reach the secret chambers beneath the IC island. It's a bit like the death area that is under Skyrim where the dead go and are met by an evil vampire who kills them again. If you walk off the edge, you will fall forever.I made that up. It is mostly fictional. The part about Skyrim is true.