If by Collection you mean a folder that has the links in it, that's no problem.
One way would be to use File > Package... and let ID do the work. Note that ID does not include links on the pasteboard unless they fall inside the bleed area or touch the page.
Another would be to open the Links panel, select all the links, then from the panel flyout menu choose Copy Links to Folder... That's manual, but I'm quite sure it can also be scripted.
Thanks for the quick reply. I don't want to package or export linked images using the "Copy Links to..." option from the links panel. What either of those options would do would in fact create copies of the images.
Instead, I want to maintain their original locations, maintain links, etc..
So, by the term "collection" in my question what I meant to say is a Bridge Collection (as seen in Bridge or in the Mini Bridge panel). I want to generate such a collection from the items I choose that already are placed within an InDesign document. I've attempted selecting from the Links Panel in ID, selecting from the document itself and dragging in to a pre-existing collection, but this seems to only result in an InDesign Snippet file. I checked contextual menus and panel menus. I also tried the drag operation with various modifier keys just hoping. No luck.
I'm thinking there should be a script or plugin for this... but alas have not found it.
Ah, totally different, and outside my workflow.
Find the INDD file in Bridge. As long as it's a CS5 or higher file, you'll see a small icon to indicate that there are links to that file. Right click on the INDD file and choose Show Linked Files. Select them all and create a collection.
Hum… this sounds a littlem like my Indesign Links to Bridge Collection script post here… There's an AI one to if you like to collect resourses for Bridge/MiniBridge…