Millennium Items

The Millennium Items, in the original Yu-Gi-Oh! anime, were seven powerful artifacts made from the souls of 99 dead villagers, or something of similar nature. So of course, in Yu-Gi-Oh! The Extended Edition, while the items are still extremely important, they are also a lot less serious.

The Items in Yu-Gi-Oh! The Extended Edition
In the original anime, the items were shown as being mystical things with ancient powers of darkness. In Yu-Gi-Oh! The Extended Edition, it is established that there are many copies of every item, barring the ones the Pharaoh and his High Priests have, as they are considered a fad. Having one is considered very trendy in Ancient Egypt, which would be why Thief King Bakura stole Mahad's so quickly.

According to lore, Millennium Items were sold at Goodwill and Egyptian Walmart, and even Egyptian Walgreens is shown to possess a few. They fell out of fashion approximately 5,000 years ago, after a ton of people who wore them started dying.

Millennium Puzzle
The Millennium Puzzle is the most important Millennium Item in Yu-Gi-Oh!, and shares this distinction in The Extended Edition. The puzzle contains the soul of Pharaoh Atem, and getting it to Yugi Muto is Dark Magician's primary goal in all of his appearances as an answagonist. In addition, it is the goal of Aigami to keep the puzzle from falling into Yugi's hands. According to the Author, the reason the Puzzle is not on Yugi presently is due to Astral throwing it in the ocean; presumably, in every timeline, this is where it starts off.

The Puzzle has an alarming problem of people not being able to hold onto it for long periods of time; it has a tendency to change hands extremely quickly in the roleplay, and even in fanfictions, it ends up with multiple people on several different occasions. It should be noted that the Pharaoh can indiscriminately take over whoever he wants, regardless of who they are, and that anyone having it should not wear it.

The Puzzle is shown to have several other special attributes as well; it can cause decks to fly and be stolen, though only in one fanfic. It's also implied the puzzle grants it's wearer the ability to MIND CRUSH just as Atem does, though whether anyone will be MIND CRUSHING anytime soon is unknown.

In the flashback fanfiction, the Pharaoh wears the Puzzle all of the time, and it is stated that the Puzzle is one of the rarest Millennium Items out there, thus making him extremely COOL and POPULAR.

Millennium Ring
The Millennium Ring is the Millennium Item housing the soul of Yami Bakura. It formerly belonged to Mahad, before Thief King Bakura stole it. It is currently unknown if Mahad ever got it back.

It's said that the Millennium Ring is "the poor man's puzzle" due to it housing a poor man's Pharaoh soul.

Ryou Bakura currently holds the Millennium Ring, though it has been shown in a crossover roleplay that Yami Bakura has largely defiled it; taking the original Millennium Item-seeking spikes off in favor of glowsticks, and painting the entire thing neon green.

The Millennium Ring maintains it's ability to sniff out whatever the wearer desires, as shown in IN THE BEGINNING THERE WERE COLONS, when it is used to locate the other Millennium Items.

Millennium Eye
The Millennium Eye is a Millennium Item shaped like an eyeball. In ancient Egypt, it is owned by Anakin, while in the present, it rests snuggly in Pegasus' head.

The Millennium Eye features in IN THE BEGINNING THERE WERE COLONS, in which Joe rips it out of Pegasus' head, for no reason other than to prove he can. While the eye has not been seen since, it can be presumed that in every other timeline, it is still with Pegasus.

Presumably, the eye retains it's ability to read people's minds and souls, though it's abilities have not been utilized. As Pegasus will most likely never appear again, the Eye's reappearance is unlikely.

Millennium Rod
The Millennium Rod is a Millennium Item, in the shape of a stick with an axe on top. In ancient Egypt, it is owned by Priest Seto, while in the present, it is owned by Marik Ishtar.

The Rod is one of the items stolen in IN THE BEGINNING THERE WERE COLONS, wherein Marik drops the Rod during a duel with Yami Bakura and the latter picks it up. It is only briefly seen one other time, where Yami Bakura creepily licks the thing.

The non-canon fanfic Millennium Handcuffs heavily features the Rod, wherein Yami Marik uses it to beat and brutalize Yusei. He later has it stolen by Crow, who proceeds to split Yami Marik's skull in half with it.

The Millennium Rod is finally properly used in the Duel Academy Arc, where Yami Marik gleefully brainwashes Yusei to allow him to be transformed into Stardust Yusei. However, once again, the Rod is regulated to a melee-weapon during the all-out proswag brawl.

In the roleplay, the Millennium Rod houses Yuto's soul in Timeline 2-B, due to plot shenanigans. Yuto gladly uses it to impale Zane like a cheap shish-kabob.

In Timeline 6, Marik utilizes the Rod to brainwash Yugi Muto, before having it taken by Yoko Sakaki. She proceeds to hit him with it, and most likely would have killed him with it, if not for Dwayne.

It can be presumed, in the roleplay at least, that Marik still has his Rod, as he is frequently shown waving the thing around whenever he shows up, while trying to act intimidating.