Gina Gershon released a DVD of the tour she went on called Rocked With Gina Gershon in 2004.
Cheri Lovedog made a documentary short, Hollywood Trash and Tinsel about the making of the movie that won Best Documentary Directorial Debut at the New York International Film and Video Festival in 2004 (the same year the documentary was released, I've been unable to find out if it was released on DVD or is available to download/watch online anywhere).
The original theatrical recording for Prey For Rock and Roll is now available on CD from CD Baby and I think it's also available as a MP3 download from the likes of Amazon.
Cheri wrote and directed another movie called The Jesus Factor which was released in 2009. The film also featured original songs/score by Inger Lorre.
Cheri is also the co-owner of Lovedog Tattoo Studio with her partner, Robin Prey.