So, the list of stuff:
"The Hashish Man", by Lord Dunsany - believe this belongs to Richard Threadgill
"Pee Wee's Big Adventure" (DVD) - I assume somebody loaned this to me. Anybody remember?
"Frank Herbert's Dune", the William Hurt version
"Gunpowder Empire" by Harry Turtledove
Iron Council, by China Mieville
Audiobook of "Lolita" by Nabokov, performed by Jeremy Irons
Giant Bones, by Peter Beagle - I think this may belong to Lee?
"Shopgirl" by Steve Martin
"The David Sedaris Box Set"
"Topping From Below" by Laura Reese
"Mystic River" by Dennis Lehane
"Coraline" by Neil Gaiman
Old-Time Radio's "Stars on Suspense", a variety of old radio programs
If one or more of these is yours, please remind me and I'll try to make a proper note of it, and return it to you as soon as is reasonable.