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It does if you get it as a bundle with all the instruments
About $250.
The cost for a bands sheet music will vary from band to band.
You have to buy it from the Rock Band Music Store (in the game). It cost 160 Microsoft points, and you must have Xbox Live to get it.
Price varies depending on where you buy it and what game version you get. The newest, Beatles Rock Band, goes for about $249.99.