I'm basically repeating what I've posted in the past for these types of questions so here it goes...
I *try* to stick to "local" roadnames. Those being B&O, C&O, WM, PRR, Chessie. I've always lived near the B&O Metropolitan Branch, occasionally travel on it (now a heavy CSX line), occasionally photographed it, and whatnot. Many classic B&O stations survive within a 20 mile radius of my home. In addition, many, many years of visiting the B&O museum and riding/seeing the old B&O equipment. As a result, the B&O has long been my primary interest. The C&O, WM, (Chessie) also for obvious reasons in their involvement with the B&O as well as the fact both C&O and WM are relatively nearby as well. Also, I again spent much time seeing/touring/riding the C&O and WM equipment in the B&O Museum.
I travel over a small portion of the former PRR Northeast Corridor everyday for my commute as well as through the PRR areas surrounding the Ivy City yard in Washington DC. PRR isn't my primary interest so I tend to restrict much of my PRR purchases.
Regardless, my "go-to" roadname is B&O.
I do have a number of non-local pieces (i.e. non-B&O/C&O/WM/Chessie/PRR) such as a BNSF SD70, N&W Y6B 2-8-8-2, as well as a NYC MTA Subway set.
I would say my big interest is steam but also have a large collection of first generation diesels, GP9s, AS-616s, F3s, etc. I probably have 8 F3 sets in both O and HO (HO is display only).