That thing already exist, altough widespread in all the natural history museums of Earth (logically would be impossible to join all species samples in a single space, since for many species (and not necessarily only the extinct ones), there are much less known samples/preserved specimens than natural history museums in the world). This way each museum can have their local treasures.
A preserved sample of each species is now obligated for the consideration of species, usually is the sample of the specimen in which the official description is based: the holotype (or the series of syntypes). If holotype is missing then must be designated a neotype. So every described species must count with a type specimen preserved.