I'm not saying that everyone who collects these needs to have lots of money, but if it appears that you're spending money on toys, before other things that women typically consider to be higher priority, then her reaction is no surprise. For a lot of women, saying that you're financially responsible isn't nearly as important as looking like you are.
I'd also like to chime in and re-quote this part as well. Everyone here has given you great advice. I'd like to add that I too am happily married and have a nice collection that I love, and that my wife is quasi-okay with. What I mean is, she is okay that I spend the money on these figures because she knows I get a lot of enjoyment from them. Every year she gets me at least one figure for Christmas or my birthday. What she doesn't like about the hobby (and never shies away from telling me!) is that it just looks tacky to have a bunch of colorful action figures on shelves, dominating my office area in the house! She would LOVE it if I would have them stored away in a closet or something that could be closed off from view!
I can't say I blame her entirely. We pride ourselves in how our house looks and we are constantly working hard on restorations (it's a 160 year old house) and keeping it looking great. We also have other kinds of collections all around the house--more "refined" kinds of collections, like old cameras, old typewriters, old medical equipment, etc. So collecting is in both of our bloods. We are very fiscally responsible, and the past few years my employment situation has been rocky because of the economy, so I've been very conservative with what I buy, regardless of whether my wife asks that of me or not. She knows I tend to pull the reigns in more quickly than she would.
So basically I'll just reiterate what everyone has been saying. As long as you are financially responsible, have some money saved up, no debt, have a steady job, and present yourself (including your place) well, then feel free to buy whatever figures you want. That girl is seriously overreacting, and I get the feeling that it would only get worse with time, if it's such a deep-seeded fear she has. Even if she eventually comes around, I think she would always resent it internally and hold it against you, and would probably come out during any fight you might have in the future. Finances are the number one topic of fights in marriages.
I'm assuming you're still young if you're dating a 22 year old (if you're not young, then
), so don't fret. There are plenty of fish in the sea. I know it's a cliche, and it might not seem like you will ever meet anyone as nice or as pretty or whatever, but you will. Move on and you will both be happier in the long run.
Good luck! And you will have to let us know how it goes!