In the state of Florida with a valid Florida saltwater fishing license I can collect a wide variety of critters from the water. The only big no-no is stony coral which will get you a big fine. There are other items on the do not collect list and many items have very strict limits on how many you can take.
I have collected a wide variety of critters. Most have done very well, a few, somewhat expected have died, like sponges. But crabs, gorgonians, zoas, sea stars, sea cucumbers, small clams, shrimp, snails, small urchins and fish have all done quite well and lived in my tanks for many years.