I never heard that about Radiohead! I'm not really a fan of theirs in general, but I love the album The Bends.
From when I worked at Tower Records, I got a gatefold 2x12" single of Creep with some added radio sessions. They weren't well known yet and I only took it because it was vinyl, but they all signed it so it has to be worth something. But I like it, so I don't feel the need to look into its value.