Fish. Lots and lots of fish... (which is ironic as none of my maids are actually FSH ;P).

And parts of houses like roofs and walls - I'm starting to suspect they're hanging around construction sites and stealing building supplies....

Occasionally one of them brings back something rare like a Red Onion Helm or metallic dye (silver especially is the one I particularly want), but more often than not it's sealife or building materials....