I'm implementing the following scenario:

There is view with a catalogue of items (like products) and a filter for them. Filter is a  list of checkboxes and each of the checkboxes represents one category for an item. The number of categories is not fixed.

In my controller I get all the date for the filter with the following method:

[AcceptVerbs(HttpVerbs.Post)]
        public RedirectToRouteResult List(int? page, FormCollection formCollection)
        {
            IEnumerable<int> categoryFilter = selectFilterIDs(formCollection, "category");    //parsing the Form Collection object

            return RedirectToAction("List",
                new
                {
                    page = 1,
                    filterCategoryIDs = categoryFilter
                });
        }

this method passes all the data to:

[AcceptVerbs(HttpVerbs.Get)]
        public ActionResult List(int? page, IEnumerable<int> filterCategoryIDs)
        {

            //restore selected and unselected values
            ViewData["selectedCategories"] = filterCategoryIDs;

  .............

        }

So after the redirect I get an empty IEnumerable<int> filterCategoryIDs. It is not equal to null, it is just empty.

The same happens when I try to pass data from my view when making the pagination:

<%= Html.Pager(

ViewData.Model.PageSize,

ViewData.Model.PageNumber,

ViewData.Model.TotalItemCount,

new { filterOrderTypeIDs = ViewData["selectedOrderTypes"], filterCategoryIDs = ViewData["selectedCategories"] })

%>

So the question is how to pass collections as parameters properly

You cannot pass parameter in this way. Check this my article on data passing when redirecting. The best way could be using TempData dictionary - just store your collection into TempData before redirect and read this value from TempData after redirecting.

Everything works good with TempData

Maybe that's a stupid question but why can't I pass collections as parameters for action methods?

You can pass collections as parameters for action methods.  See http://www.hanselman.com/blog/ASPNETWireFormatForModelBindingToArraysListsCollectionsDictionaries.aspx for all the gory details.

However, parameters are read from the request (like the querystring + form), not from TempData.  So if you're submitting data from the form to a controller, the parameters will be auto-populated.  But if you're redirecting from one action to another, that data has to be round-tripped through TempData, and we don't auto-bind from that.