Well every game generally begins with illustrations of characters and locations so it's possible to have the artwork compiled and explained in an art book. It would be nice to have but I doubt they'll make one.
You should get some images scanned for the site Alun. The only artwork I recall seeing was illustrations of Jian doing his upside down breakdancing crap.
Yeah, I will sometime. There's very little, just "sketch" versions of a few of the character designs (basically the same as the final except done in markers or colored pencils) and a little art which also showed up on a fold-up poster in a Japanese magazine. But it's something, I guess.
On lunareb.com there was a commercial for lunarDS which was a short animated scene with Jian and Lucia but now I don't know where it is I think it was on a file sharing site. (yeah yeah I know this doesn't have anything to do with rare art books)
Doubt it was lunareb.com. They shut down around DS's launch, and hadn't updated in many months before that. We had a lot of DS movies here that should still be up, but I don't know if it's the same that you're thinking of.