No, I've never heard of them either. But apparently they've been around since 1980, worked closely with The Cure in the early 80s, distinguished themselves with a more progressive and experimental approach than other early goth/punk bands, and consequently never got very big.
Just thought I'd let you know. They have a new album coming out this month - I have it, and it's not very much like these videos. It is a weird cross between Brothers Grimm fairy tales, goth, neo-folk, circuses, and Chris Isaak ;)