Not only was the space shuttle debris found... but they moved it all to an aircraft hangar in Florida where it could be studied. They flew the other space shuttles in to the nearby hangars so parts could be identified and they could inspect the existing shuttles while going over the wreckage of the Columbia.

There were more than just a few pieces found. In fact, the first thing that happened was the Feds moved in and cordoned off large areas for the search. They made it VERY clear that anyone who found and kept any "mementos" or tried to sell any 'pieces' they found on EBAY would have an extremely short life span. Notice that not one piece went missing?

Strange they didn't do the same for the four airplanes from 9-11.