When you have lilies that were not protected open pollinated, and you obviously don't know what the pollen parent was, do you still collect the seed and sow them to see what happens? I know my yellow tiger lily has a couple pods swelling up. Can't imagine what would have pollinated them since i have no other species lily that has opened buds yet

It could be pollinated by Asiatic lilies. That said, a swollen bud may not mean successful fertilization.

In the beginning I collected some OP seeds but now I just collect seeds from planned crosses. I guess if the pod parent was particularly interesting I might collect seed and take a look at it. For example: Pink Jazz.

My young daughter loves doing what mummy does so I often give her unknown pods to play with. She has a bunch of seedlings now that have come up in the middle of winter. Good way to experiment!

Some of my OP pods are deliberate. With a few plants I cover the stigma with the chosen pollen but then leave it uncovered just in case nature has better ideas.

.... would I still collect the seed? Maybe. It would depend on if the pod parent had qualities I might want in offspring. For a lily pod that was not hand pollenated, that doesn't mean it's unworthy. It just means the outcomes are more of a grab bag of unknowns. For most of us who do hybridize, we don't have the time or garden space to devote to too many unknowns. For you it could be good practice, even if you decide not to grow them on to bloom. I guarantee you will learn things that will be valuable in future seed raising.

Good point Rick. It would be a good way for someone new to get practice growing lily from seed without maybe wasting something you put time in pollenating and protecting. I have just noticed in my gardens that at least 2 variety have swelling pods. I know not all, if any, will be viable seed. But one of them has nearly every pod swelling up.