I think the closest you get OOTB is the PropertyAppSettingsMultiple which is flavor of PropertyAppSettings which can store multiple selected values. But the values that can be selected are only out of a predefined set (specified in AppSettings) and can only be strings.
The simplest way otherwise would be to store comma separated values or xml in a string. You can of course build your own edit control to hide how it's stored and display something nicer. But it would be very difficult (impossible?) to create an edit control which could handle any type in a good way which I guess is the reason no such property exists OOTB.
Jan, I've used https://www.coderesort.com/p/epicode/wiki/Itera.MultiProperty, works fine. Not sure if there is an better option out there at the moment.
My multiple property control http://world.episerver.com/Blogs/Lee-Crowe/Dates/2011/3/ElencySolutionsMultipleProperty-v10-Released/ provides an easy way of creating collections of classes. It can be downloaded from here http://episerveresmp.codeplex.com/
IMHO Itera.MultiProperty works like a charm to solve this
Is there an out of the box Collection Property in EPiServer? All I could see is Links Collection. But I would like a Collection of String. or a collection of a Class with 2 string values. Is it possible?