Morpheus13,
Cradle Of Filth have a discography going back to the early 1990`s, and if your looking for Vinyl (as your looking for LPs) then Amazon.com will have some for you, as well as everything they have released on CD too.
Another good place for buying extreme music like Cradle Of Filth is ...
http://www.nuclearblast.de/en/shop/index.html
This is their US website if your in the USA ...
http://store.nuclearblastusa.com/
The first album I`d reccomend is their debut album (which is their best piece of work in my opinion) `Principle Of Evil Made Flesh` and then the `Vempire` EP (both on Cacophonous records I think) !!!.
Cacophonous records
http://www.cacophonous.com/cacoph/
Happy hunting !!!.
__________________
For in each delve and greenwood,
far wiser creatures play,
and in their veins and sinews,
live the gods of yesterday.
Be excellent to one another !!!.