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Can somebody tell me which HH books are only available in hardcover or the oversized trade format? I'm trying to get a full collection going in the mass market paperback size (just because that's the size I started at).

But I notice that some of the books don't seem to be available in that size. And the limited edition novellas, are they all hardcover, etc.

http://en.m.wikipedia.org/wiki/The_Horus_Heresy_%28novels%29
Wikipedia ha release dates for hardcover and softback releases, not sure if that helps. Otherwise go on the black library website and shoot them an email asking the same question. They should shoot a reply back.

From what I was told from some guys at Black Library at Adepticon in 2012 was that they would come out in Hard Cover first, then the large paperback, then the mass market paperback a few months later.

Not sure why they added the large paperback book, I'm like you, I started with mass market paperbacks, and that is what I collect.

All the limited edition novellas are in hard cover format.

The hardcover and trade paperback rereleases of the older books (Pre-Angel Exterminatus) also have additional editorial changes to bring them in line with the FW HH books as well as group decisions that were made later in the series. Off the top of my head, the legion sizes have been updated and the Emperor's Children are explicitly mentioned as bearing the Palatine Aquila rather than just the normal Aquila. I'm sure there are others as well.