Toy scalping
Scalping, in the context of toy collecting, refers to the practice of deliberately buying multiples of the same (usually "rare" or "popular", oftentimes both) toy with the intention of creating an artificial scarcity. Subsequently, the scalper will sell the toys again (usually on eBay), for a price much higher than the original store price, knowing that the high demand, coupled with the rarity of the toy (which is at least in part due to the scalping), will result in buyers being desperate enough to pay the prices the scalper asks for. In essence, scalpers are scum.
Being a scalper means having a good advance feeling for which toys will become popular and ship in low enough numbers to make scalping actually a profitable business. Nothing is more annoying for a scalper than buing several dozen Alternators Sunstreaker toys and then finding out that Hasbro just sent another huge shipment to stores. Obviously, it's hard to sell a toy for $50 on eBay when the same toy is warming shelves at Wal*Mart stores that offer him for $20.
Some fans also claim that scalpers are (at least to some degree) responsible for bad distribution of toys beyond the mere scarcity of "rare" toys. The theory goes that scalpers systematically buy all the "popular" toys, but leave the rest at the store, the remaining toys end up as shelfwarmers and the store won't order any new stock until the already stocked toys have sold. However, this theory has not been empirically confirmed yet.
Scalping toys is not limited to the North America, apparently. Reports from Far Eastern Asia, where toy collecting is also a popular hobby in many countries, seem to suggest that the problem might actually be even worse there than it is in the USA. On the other hand, there is no substantial evidence that indicates that systematical scalping is a common practice in Europe beyond a few individuals.

