DINEngschrift
Lowercase used for The Downward Spiral and Hesitation Marks, uppercase used for The Perfect Drug.
Alternatively, new versions of Windows come preinstalled with Bahnschrift SemiBold Condensed, which is basically the same thing.

AkzidenzGrotesk-Black
Used for Broken and the Nothing Records logo.

Albertus
Used for Closure.

OCR A Extended
Used for Dissonance '95 tour material.

YU-Helvetica
Used for pre-Fragile "ninetynine" promo.

Index-Book
Used for Things Falling Apart. Upper case used in some Fragile promo material.

FoundryGridnik
Used for Year Zero and ARG materials. Inlcudes 4 styles.

Reznor TDS
No uppercase, except "n" which is backwards.

Reznor Broken
No uppercase, except "n" which is backwards.

The Fragile
Uppercase "A" middle is solid.

Wretched

Lights in the Sky

Sin Gothic

Quake