Roxy was supposed to be releasing a DVD about her UK tour but although a trailer was released, I don't think the project was ever finished.
Orphan Child was released on CD (which I've read is a re-release of her debut album) and she also released Heart Attack on i-Tunes (a 6 track EP and collaboration with Andy Huxley of 80s Matchbox B-Line Disaster. There's also a video for a new song called America up on YouTube.
She co-starrred as Lillith (a goth stripper) alongside Jenna Jameson and Robert Englund in cult horror movie Zombie Strippers and the soundtrack featured several of her previously unreleased songs such as Smother You and Don't Kill The Star.
She also did have a clothing line called Trash Couture which produced one-of-a-kind customised dresses but I don't know if it's still going.