There are some good Nine Inch Nails sites out there. Here are some:

burning souls.graphics.fan art.gott: Some cool pictures

Dissonance.com: shots from The Broken Movie. (Pretty gross nude shot.)

Nine Inch Nails Encyclopedia: Lots of useful information.

Fear and Loathing: "Entertainment Through Pain: Sexual Chaos and Industrial Terror In the Music of Trent Reznor" - an essay by Michael Heumann. (He's a University teacher- or student, I don't know..)

inside the closer video: Same site, different page. Might just be faster to link to here. Inside the closer video is a deep, deep musical and video analysis of the song and video.

optic fixations: shots from assorted music videos (closer included), and some concert pics.

the perfect drug: Shots from The Perfect Drug. (Link might not actually work- go to google, search images for the perfect drug, it's the first hit.)

back off..