I am desperately looking for a scene-wide collections of materials, but I can't find it.
You want scene-wide materials?:
>>> bpy.data.materials[:]
[bpy.data.materials['Material'], bpy.data.materials['Material.001']]
this shows the materials for one object:
>>> bpy.data.objects['Circle'].material_slots[:]
[bpy.data.objects['Circle'].material_slots[0], bpy.data.objects['Circle'].material_slots[1]]
or
>>> [m.name for m in bpy.data.objects['Circle'].material_slots[:]]
['Material.001', 'Material.002']