I'm certain of two types - oyster mushrooms like those pictured (from my camera) and morels. Morels are also called sponge mushrooms.
As kids back in Iowa, my sisters and I gathered morels every spring, getting up early to beat the deer and the squirrels. My mother soaked the mushrooms in salt water to get rid of the bugs, dipped them in an egg batter and fried them to perfection. I think morels are something like $30 per pound, maybe more. I have to laugh - we filled bags! You just have to be careful of the false morel. Morels are hollow. False morels are not.
Regardless of where I get my mushrooms - wild mushrooms are now available at almost every single grocery store - my husband and I love to make a cooperative wild mushroom lasagna. He makes the homemade pasta, I make the sauce.
I don't have a recipe, sort of make it as I go, but I will say that wild mushrooms require butter, cream (yum), fresh thyme and marjoram, minced shallots and a cheese like aged Gruyere. Go easy on the salt, it sucks the moisture out of the mushrooms, so add it to taste at the very end.