Those Alleghenys are a great example, Greg.
I have these E121 Henry Johnson Confectioners cards:
Finding one isn't such a big deal; sometimes you'll see one hiding in a group lot of E121s or W575-1s, and you can also find them on eBay pretty frequently.
I have 60 of them, and will eventually complete the set. I'm not aware of any complete sets in the hobby, though I suppose its possible, but the issue is so tough I'm not sure that a complete set will have much collector value (besides the Ruth). It's just rare enough that a lot of people don't care. I asked a prominent auction house owner once what he thought a complete set would be worth, and he said "Nothing, because you're the only guy who collects it."
-Al