LOL I keep envelopes, ziplock baggies, and a sharpie marker in my car for random seed collecting.
I got permission from the head gardener at a local horticultural society to collect seeds as I wander through, as they will just dead-head them anyway. I've also often found other gardeners who are happy to share seeds if I comment on a particular plant in their garden. They aren't all viable, and they don't all come true-to-variety, but it has been fun to collect them!