I got a hold of the mystery disc, it has some shorts and wild at heart scenes on it. I haven't watched any of them yet though.
Industrial symphony no.1 is on a separate disc, so I'm gonna have to get the VHS of that, I've seen some of it on youtube and it was pretty good.
On the Air doesn't sound to bad
I'll eventually get hold of the VHS's cause I can't see Lynch releasing them any time soon on DVD. Hotel Room on vhs though is really expensive though