Sony Europe has also announced a Collector's Edition of the game (for Europe), which will include access to the expanded Taxidermist episode day-and-date with the retail release. The limited-edition box will include the DLC episode, along with a downloadable soundtrack and XMB theme, plus a cool "rain-effect" slipcase (pictured above). Sony didn't note a date for the Collector's Edition, so we'll just stick to our best guess: February 26. [Update: official release dates.]
While there's no announcement about a Collector's Edition for North America, according to PlayStation Blog, if you pre-order the standard edition, you will gain early access to the first "Chronicle" (or DLC episode). As in Europe, the DLC will be available for non-pre-orderers at an unspecified post-launch date, though the North American episodes have been priced at $4.99 each.
Source – Introducing Heavy Rain Chronicles + The Special Edition Box [PlayStation.Blog.Europe]
Source – Pre-order Heavy Rain and Get The Heavy Rain Chronicles [PlayStation.Blog]