The bonus material of the US special DVD release "The Living Daylights" (contained in the 3rd DVD wave released on october, 17) contains a "Making of the Music Video", a documentation which isn't limited to the title song by a-ha and the music of "The Living Daylights" but which also deals with the music of  the Bond films in general. 

As the US special editions usually don't differ much from there European counterparts it can be expected that the European releases (at least the UK, the German and the Spanish one) include this making of.

The US special editions already include one more "extra" dealing with the soundtracks. It's an interview with David Arnold which is included on the Special Edition of "Tomorrow Never Dies".