In Chapter 11, readers learn that Mr. Harvey kept the bodies of animals he'd killed hidden in his crawlspace. In Chapter 14, readers see that he keeps an odd sketchbook. In Chapter 15, though, we get the most explicit statement of what you're looking for: Mr. Harvey has drilled a hole in the foundation of his house, and he keeps the souvenirs he took from all the dead women there. That's where you'd find his "trophy bag." Of course, the materials he doesn't keep he throws in the sinkhole, and I suspect there's some trace in the secret place where he raped Susie, but those are accidental.
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