Many different types of bottles are highly collectible and can be worth a tidy sum, including old beer bottles. One factor that drives up the price is that bottle collectors in general, collectors of breweriana, and those interested in old advertising memorabilia all compete for these items.
The BCCA (originally named the Beer Can Collectors of America) concentrates on beer can collecting. The other 3 clubs mainly focus on collecting all types of breweriana (signs, trays, coasters, labels, tap knobs, etc.). The best way to build a beer can collection is to join a club.