I've tackled two...
ITG Lord Stanley's Mug
It took me just under 5 years to complete the "near" master set, that is everything excluding 1/1's. There are a whopping 460 1/1's in the product, I'm closing in on 50% but will of course never have them all.
Leaving 1/1's aside, it was a monumental enough task. Beyond the base set and the one-a-pack history inserts, managed to pick up all 534 memorabilia cards (359 of which are limited to either 9 or 10 copies)... 285 autos (no specific print run info, but based on boxes produced about 35 copies apiece)... 33 Henri Richard tribute cards (some auto, some auto/memo - all x/10)... and I even put together two complete sets of redemption stamped history cards (one set I exchanged for a replica Cup autographed by Bobby Clarke, the other set I only completed recently - based on watching many case breaks it appears roughly 5 extra copies of each of the 45 cards were produced, beyond the 11 sets worth that were all redeemed). And as a bonus I also put together the 120 card silver Decades memorabilia set (all x/9) that was an expo exclusive (one Decades card per box of Mug), and have a couple dozen gold Decades 1/1's as well.
2014-15 Masterpieces
I'm over 99.6% of the way there. The 600 base / parallels were relatively easy to acquire... completed all 450 memorabilia cards (ranging from unnumbered but probably around 100 copies down to some x/15's)... have 307 out of 312 autos (about a hundred of which are either SSP, x/15, x/5, or 1/1)... and all but one of the 20 hand painted portrait cards (all x/10).
There was one memorabilia card that UD had on the checklist that I'm pretty sure never got made (Sawchuk stick x/35), and UD has also replaced most of the redemptions that have not been fulfilled at this point, I'm not 100% sure on what ultimately was produced or not, but pretty confident that my want list is down to 6 cards - 4 of them I've seen and just missed out on. Two cards I've never seen...
One is a Lemieux B&W portrait red auto x/5 - all Lemieuxs were redemptions, but everything else from him was fulfilled and UD tells me this one was fulfilled as well, I've yet to see either a redemption card or live copy though, and not all the info I've received from UD was reliable (they did say they were still waiting for one of other Lemieux cards that I actually do have a live copy of, so it might be they mixed things up and the one I'm looking for doesn't even exist).
And the other card I haven't seen yet is the Yzerman B&W portrait Black 1/1... I've managed to pick up 4 out of the 5 cards in the product that are 1/1 (Gretzky, Orr, Messier, and Datsyuk autos), so needless to say I'm dying to find the Yzerman.