Q has the primary web site for Richard O'Brien: http://www.robcrusade.com
(very much unofficial... Richard himself is a confirmed technophobe). T.Zee and Disaster are two of his stage musicals that immediately come to mind. You don't hear much about them since they were not successful. There are no known recordings of them (unsuccessful shows don't have cast albums).
There's also the Disgracefully Yours stage show, which isn't a musical per se. It was more of a vehicle for Richard to do a bit of stand-up comedy punctuated by songs, in the character of Mephistopheles Smith. You can listen to it here: http://www.rockymusic.org/mp3scat/disgracefully/
. It's about to be produced again in London here soon, with another actor playing Mephistopheles Smith: http://www.mephistophelessmith.co.uk/