| Title, Format | Label | Cat# | Country | Year | |
|---|---|---|---|---|---|
| Come On Pilgrim (LP, MiniAlbum) | 4AD | MAD 709 | UK | 1987 | |
| Come On Pilgrim (LP) | 4AD | 70572 | France | 1987 | |
| Come On Pilgrim (LP, MiniAlbum) | 4AD, Vertigo | MAD 709 | Canada | 1987 | |
| Come On Pilgrim (LP, MiniAlbum) | Rough Trade (US) | ROUGH US 43 | US | 1988 | |
| Come On Pilgrim (CD, MiniAlbum) | Elektra | 9 61296-2 | US | 1992 | |
| Come On Pilgrim (CD) | 4AD | MAD 709 CD | US | 2003 | |
| Come On Pilgrim (Vinyl, RE) | 4AD | MAD 709 | UK |