Back in January, Udon Entertainment announced that they would publish Fate/Complete Material Volume 1: Art Material in North America. This is a book that contains concept material and illustrations from the original Fate/Stay Night game and is now available in stores.
Fate/Complete Material Volume 1: Art Material weighs in at 240 pages and costs $39.99 (although, you can find it for cheaper on Amazon). Udon have provided a 14-page preview of the book that you can check out further down.
Back when they announced the book, Udon said that they would release the other Fate/Complete Material books as well, provided that the first one sold well enough to justify it, and it looks like things are going well enough so far, since the publisher included the book in their bestseller list for May.