E.g. Norwegian had two common ways of collating æ,ø,å and their alternative forms ae, oe and aa. Phone books used to collate "ae" with æ, "oe" with ø and "aa" with å, while in other contexts "ae", "oe" and "aa" would often be collated based on their constituent parts. It's a lot less common these days for the pairs to be collated with æøå, but still not unheard of.

Of course it truly becomes entertaining to try to sort out when mixing in "foreign" characters. E.g I would be inclined to collate ö together with ø if collating predominantly Norwegian strings, since ö used to be fairly commonly used in Norway too, but these days you might also find it collated with "o".