The Air is on Fire. Exhibition catalogue inlcuding 2 CDs. 2 different editions (English and French).
  Distorted Nudes.
Beaux Arts Magazine Beaux Arts Magazine Beaux Arts Magazin. 2007. Special reprint dedicated to his Paris exhibition. Includes an interview, 20 unnumered pages, glossy paper
David Lynch prints. 2000 David Lynch prints. 2000. Published by Tandem press
David Lynch Images  Images. Hyperion, New York, 1994.
(working title: Images never seen before) The book divides into two sections, the first encompasses all of Lynch`s movies while the second presents the filmmaker`s arts: his paintings and drawings, industrial impressions, photos of sparkplugs, dental hygiene and much more...

out of print, but you might want to try this adress for a German copy here: schadenverlag (it´s priced at 50 EURO, which is about 50 $, so it should be considerably lower than the usual ebay-price)

  David Lynch : Firenze Palazzo Medici Riccardi Museo Mediceo 13 ottobre - 6 dicembre 1992 / [traduzione inglese di Peter Roberts, italiana di Mario Sperenzi. - : Procincia di Firenze, [1992?]. - 161 p. : ill. ; 25 cm
Realizzata in collaborazione della Sala Parpallò di Valencia. - ISBN 84-7822-061-5
  Art Against Aids. ?,?
An auction catalogue released in the early nineties with a few contributions by David Lynch.
  Noriko Umemiya /  Takayo Iida /  KristineMcKenna: Paintings & drawings / David Lynch ; [edited by Touko Museum of Contemporary Art ; editing assisted by Takayo
Iida, Noriko Umemiya] 

Tokyo : : Touko Museum of Contemporary Art, c1991.  123 pages. : ill. (some col.), ports. ; 22 cm. 
  Salo Parpallo, Spain. Exhibition catalogue with an interview. 199?