Sherlock is right - every Collector's Edition has at least one bonus chapter. I have played a few that had two bonus chapters. Most people, I believe, aren't going to pay extra for wallpapers and such, and the bonus chapter is one of the main selling points.
On the download page for Final Cut: Encore, it says: Step into your sister's shoes in the bonus game.
For Stray Souls: Dollhouse Story, the download page says: Bonus prequel chapter.