Take for example, I collect some of the waves of Mattel's DC Classics. Wave three features a build a figure of Desparo ( a REALLY cool version of Desparo). I was able to get all of the characters in that wave except for the ever hard to find and rather expensive Wonder Woman (sad trombone). So in order to complete the BOF of Wave 3, I have to spend way out of my comfort zone for a toy. Instead after two years of looking, I was able to find just the leg that a nice person was selling on ebay. Thus, Desparo is now complete.
But, not all collection pieces end in such a radtastic way. Take as another example, my vintage castle Grayskull will probably never be complete, and if I do muster up enough money to replace broken and missing pieces, it will probably get expensive seeing that the vintage Masters of the Universe toyline is no longer in production. The fact that its 30th anniversary is in 2012 is not encouraging either, being that once MOTU's popularity skyrockets again, some vendors can sell their pieces at astronomical prices.
So the ability to finish pieces comes down to it's popularity and production. A piece like Kenner's Swamp Thing Transducer is pretty hard to come by. It was not very popular and was short lived. I have only seen a few complete playsets, all boxed, for sell on collector's sites and amazon. All boxed sets ranging in the fifty to one hundred dollar range. So far no single pieces or opened sets are for sale. Does this mean that I should be discouraged; no. I try not to look at aspects of collecting as a curse. For me, I like to think of collecting as a puzzle that should never have a solution. Some of the fun of collecting vintage toys is that I like looking for these pieces and finding the best deals available. I believe that collecting in this way gives one a reason to boast and be proud of their collection. This way makes you work for what you have. To me that's a good way to look at collecting, but for everyone else who sees the inability of completing a set quickly as a curse, then yes, it is a curse.