Two things - the large Marx train set of 0-27 three rail size. Four engines and a large number of cars.
The other was the size 12 Erector Set. I also had a size 4, a size 10, and then finally the largest one.
I really enjoyed building the robots and the tanks from it. Yes, I actually built the big parachute jump thing.
I learned that it was more fun to build the things than to take them apart and put the pieces back.
This is also strangely true of Christmas Trees.