Hello Dorothy,
A few years ago someone from the Police History Society attempted to put together a set of Police Gazettes from 1772 - 1900 as no whole collection was known to exist. A private firm has micro-filmed those that were found and made them available for sale to institutions (Currently four sets - total cost £2500).
Unfortunately, to date they have only found about two thirds of the published papers and those missing include the years 1859-1865.
Regards,
Richard