We've had a few reports of a bootleg NIN DVD showing up in stores in Europe and New York, called "Rated R: A Retrospective." Despite being called a promotional item, and having the Nothing logo on the back (ripped straight off the official website), this is not an official release.
The DVD apparently is a rip of both Closure tapes, as well as the 1994 Woodstock performance. However, this unauthorized release is not licensed by either Nine Inch Nails nor whoever is in charge of Woodstock footage licensing.
If you have any further information about this disc, please send me an email. Thanks!