The new McSweeneys is three books with magnetic spines inside a hardcover case. One of the books has poetry chains. They advertise one started by DC Berman, but it's previously published stuff. Actual Air came out so long ago...I hope there's another collection someday.
And these are all really neat:
From the People In A Position to Know Record Label.
There's a second subscription series full of mystery stuff from mystery bands starting soon.