Well, thanks to roserougesang, I found not only Rozz Williams' movie "Pig" on youtube, but also Specimen and SexGang videos. I'll go ahead and link them here, since I'm sure some of you would enjoy them.
http://www.youtube.com/watch?v=Vgn-i1YNVxw
Rozz Williams' movie (written and starring), "Pig". This is VERY disturbing, so don't watch if you don't wanna go splurge all over your monitor.
http://www.youtube.com/watch?v=Nzlo-yXjjwk
the Specimen, live at the Batcave in London, performing "Returning From a Journey" with an interview. Sorry, but Johnny Slut's not in the interview.
http://www.youtube.com/watch?v=UTgDfSF_2Pk
Sex Gang Children performing "Sebastiane" live.
Got any more goth/deathrock-related video links? PLEASE post them... ya lazy bastards.