I picked up the European exclusive Collector's Edition today. Only pictures will do it justice.
It came with the special Collector's Edition boxing, a 50 page art book and the soundtrack.
The Artbook
A closeup of the packaging.
The packaging folded into the case.
The game is amazing so far. I've finished the first world and I'm loving every minute. It's like playing silk. The controls may take a little while to get used to, but it's worth it. The game has been reasonably straightforward so far, but things are starting to get challenging. No longer can I just hold the sprint button for the duration of a level.