I don't know if there are any fans, nor if you know about this (sorry if it has already been posted!); I've just seen it linked at the Pathway To Unknown Worlds blog.
With the permission of the band, a site is up containing free concert downloads of The Legendary Pink Dots, and Edward Ka-Spel, featuring recordings from 1983 - 2006.
They ask that you download, rather than stream, which seems like the sensible option anyway.
Project homepage:
http://www.live-archive.de/index.html
List of concerts available:
http://www.live-archive.de/dl_lpd.html