As a collector, there are several things you will encounter when searching for merchadise from Shock Treatment.  Here are just a few.

1.    While searching in the "S" section at your music store, you'll think you've found the Shock Treatment soundtrack at first glance.  But on a closer look, you become disappointed: Inevitably, you always find the soundtracks for "Shocker" and "Silent Treatment".
2.    The video is NOT out of print, but finding a store that has one on the shelf is most common.  Guess you'll have to order them.
3.    Speaking of the fact that the video is NOT out of print, inevitably you find someone on eBay selling one, with the words "OOP" (out of print), or "RARE", or hard to find.  Please...
4.    On the subject of eBay, forget paying more than 20 bucks for a Shock Treatment poster.  You can find Rick's Movie Posters on the internet.  He always has Shock Treatment posters of all sizes for about 20 dollars.  Also, Ruth Fink-Winter has pointed out to me that Rick's also has the ST lobby cards (also available as a set of prints).  It's not in their catalog, so most people may not know.
5.    As an avid collector of Shock Treatment, it sucks to get on ebay most of the time.  It's always the same things for auction: "Shock Treatment VHS - Rare!" or "Rocky Horror Sequel" which most of the time is the video.
6.    Here's a good tip in finding Shock Treatment stuff on eBay: search "Shock Treatment" but also search in the descriptions.
7.    Here's other "Shock Treatment" items that pop up regularly on eBay that are NOT related to the film, but you wish they'd stop coming up whenever you'll trying to find something for the Rocky Horror sequel: "Shock Treatment" the 1963 film with Lauren Bacall; Edgar Winter Group "Shock Treatment"; a "Shock Treatment" van; the Ramones album/song; and finally, you'll always find someone selling actual shock therapy equipment to anyone that wants to buy one.  And some people think we're the crazy ones...