So, you went and sprung for the fancy Collector's Edition of the EE and now you're sitting at home wrestling with that pesky Gollum. How frustrating, eh? Well, thanks to our friends at Tolkien Online, here are a few suggestions on how to get the darn thing out of the box without damaging the packaging.
UPDATE: Another alternative appears to be carefully opening the bottom of the box, and withdrawing the statue without having to damage the foam. (Does this matter??) Thanks to everyone for sending this in.
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Directions for removing your Gollum figurine without ripping open the box:
The foam is glued to the bottom of the box, and there is a plastic zip-line holding Gollum inside the foam. you must break off some foam and cut the zip-line to remove him without damaging the box. Use a razor blade to make a cut in the foam packing on the middle-left side. Take a pliers and tear out a good chunk of the foam (front-left piece is best). This will reveal the plastic zip-line that is embedded into the foam that holds the figurine in the foam. Use a pliers to grab the zip-line and twist to break it using the tension of the zip-line. You may have to break off a few more chunks of foam, but he should easily come out once you have broken the zip-line.
Directions courtesy of the fine folks at Tolkien Online