Players actually keep their items at other characters, this process is called "muling". You see, you can open two games. First, make a game and password it. Drop items to the ground. Next, do not leave but alt tab and open a new game, make a character and let this new char to join your passworded game, now "mule " picks up dropped items and leaves.
make separate char for unique items, runes, sets, whatever. Better keep "mules" at separate account. You can make as many accounts as you want, there is no limit, I guess.