As vitovito and pigeons mentioned storage and collection locations are the main issues. Things like this exist, but they don't archive data and are designed for military use- Google: Wideband Recording System . They typically are mobile units that focus on fast capture rate and decently large storage (a few terabytes).

sigidwiki is worth looking at, but it's more for classification: http://www.sigidwiki.com/wiki/Signal_Identification_Guide