I still have all of mine... We wore white gold bands, and during our 3-yr False R, I lost so much weight on the Infidelity Diet that my original wedding band kept falling off. Then-WH bought me a new one. Both of those are in my jewelry box.
He never gave me an engagement ring, but after we were married, his mother gave me her engagement ring. I'm a little surprised XH didn't want it back when we divorced, because he was nervous about his money situation.
I also have my grandmother's engagement ring (her H, my grandpa) cheated on her many times during their marriage I later found out. All these people (MIL, g'parents) are long passed away now. So I have the diamond rings in my safe deposit box and will probably offer the stones to my son for an engagement ring of his own design if/when he gets married, if he wants them. Otherwise... I should probably consider selling them; I'll never wear them again.