My hobbies aren't terribly expensive, but they have the potential to be. I train Aikido, do competitive powerlifting, cycle, and run (everything from 5K's to marathons). The basics for my athletic pursuits are pretty affordable; it's things like events and travel that get pricey. My gym membership is $20/month through my job, and that's for me and Husband both. Aikido club dues are $35/month for unlimited classes (they have them 5 nights a week) and belt testing comes with a $25 fee (happens once or twice a year right now; less often as I move up the ranks, although I think it costs more then). Running is basically free except for shoes a couple of times a year. The local cycling club is $10/year, plus a few bucks a week for coffee stops. I get most of my workout clothes at Target, usually on sale, and the quality is surprisingly good. I have clothes from there that I've been running/lifting/whatevering in for years.
Then you have powerlifting meets and Aikido seminars that have a ~$100 registration fee, plus travel expenses. I have an ever-growing list of stuff I want for my bike. A 5K is going to be a $25 entry fee, a longer race could easily be up to $100, plus potential travel costs.
Incidental expenses: increased grocery bill, water bill possibly higher due to more frequent showering and laundry, etc.
Non-athletically, I do some crafty stuff - sewing, knitting, and hand embroidery. Fabric is expensive. Good yarn is expensive. I'm willing to pay for quality, which means I don't do as many projects as I might like.