We present here a new major part of the OGLE Collection of Variable Stars - OGLE Collection of Galactic Cepheids. The new dataset was extracted from the Galaxy Variability Survey images - a dedicated large-scale survey of the Galactic disk and outer bulge conducted by the OGLE project since 2013. The OGLE collection contains 2721 Cepheids of all types - classical, type II and anomalous. It more than doubles the number of known Galactic classical Cepheids. Due to the long-term monitoring and large number of epochs the selected sample is very pure, generally free from contaminating stars of other types often mimicking Cepheids. Its completeness is high at 90% level for classical Cepheids - tested using recent samples of Galactic Cepheids: ASAS-SN, ATLAS, Gaia DR2 and Wise catalog of variable stars. Our comparisons indicate that the completeness of the two latter datasets, Gaia DR2 andWise catalog, is very low, at <10% level in the magnitude range of the OGLE GVS survey (10.8<I<19.5mag). Both these samples are severely contaminated by non-Cepheids (the purity is 67% and 56%, respectively). We also present several interesting objects found in the new OGLE Collection - multi-mode pulsators, first Galactic candidates for eclipsing systems containing Cepheid, a binary Cepheid candidate. New OGLE Collection of Galactic Cepheids is available for the astronomical community from the OGLE Internet Archive in similar form as previous parts of the OGLE Collection of Variable Stars.