I do, along with my system and all the tubes I've collected over the years. I provided my insurance guy with an itemized list of gear, tubes and overall count of records. I took a weighted cost per album that I thought would be enough to cover the loss. I also took video of everything including a slow scan of the albums so the list could be recreated if need be.
My insurance guy provided me stated value policy for all that stuff. I don't remember how much we're paying for the policy but I think it was somewhat reasonable. Plus, when you tie up as much money as we do in gear and music, it's a good idea to insure our investments.