Collecting military knives sure is a great area to explore.
This past couple of years have seen a wave of manufacturing knife fads which are all geared towards combat and "tactical use".
Current off-the-shelf knife models which have found favour with actual military units many not necessarily become a collecter's collectable.
As said by some here, you must be clear about your area of interest;
for example knives of a particular country, a specific era/time, type of knife pattern, etc.
If you want wish to buy currently manufactured military type knives (tactical/combat patterns) there are many in the market.
Most are commercial products with no actual military connection (at least not officially!).
Then, you may refer to knife related periodicals/magazine for that sort of latest information.
There are also generic WW2 pattern replicas like the k-bar, M-3 trench knife, V-42 stiletto, 3rd Pattern British Commando Dagger, and a couple of German WW2 favorites as well.
As these are modern replicas, they would not be considered as having true collector's value. Well, not as much as an original era knife, that is!
To sum it up, one could collect real wartime knives (actual military knives past or present) and probably pay a premium sum; or, buy replicas/presentation/commemoratives or currently manufactured producton knives for the fun of owning such delighful military/military styled inspired patterns.
A suggestion that, you might want to try bayonets to.