Where can I get the rest of the bags for the Helms Deep set?
I don't know of anywhere that sells bags of parts for sets, but you could try BrickLink - you might be able to pick up a second incomplete set for a bargain - or more realistically, you can "Part Out" every component piece to a wishlist, remove those that you do have, and then look to buy the missing parts. It sounds daunting, but you can sort according to which sellers have the most parts from your wishlist, and hopefully get the bulk of them in one hit.

Your mileage may vary on prices. Like anything, rarity and availability dictates asking prices. Common blocks should only cost a few cents each, but anything unique to this set is likely to be hard to find and/or expensive.