Most folks here are probably familiar with the eil.com (uber collector) web site, but perhaps not everybody so here it is:
http://eil.com/shop/artistlist.asp?artistname=p.j.-harvey
It's entertaining to look at their entire database:
http://eil.com/shop/ExtSearch.asp?DiscArtist=P.J.-Harvey
There's some very rare stuff there, like this one-of-a-kind 1995 tour itinerary:
http://eil.com/shop/moreinfo.asp?catalogid=404082
(No, I've never bought anything from them)