The entire "The Legend of Zelda" series is available on DVD from The Shout! Factory. The boxed set was released on Tuesday, October 18, 2005. It is a 3-disc set. It includes a concept art gallery, a match game, and a trivia game. 5 of the 13 live-action, Mario and Luigi segments have been included.
3 episodes of "The Legend of Zelda" series were released in a collection called "Ganon's Evil Tower" by Uav Corporation on July 22, 2002. It includes "The Ringer", "Cold Spells", and "The White Knight" and supposedly runs 86 minutes (surely, that's wrong).
5 episodes of "The Legend of Zelda" series were supposedly released in a collection called "Havoc In Hyrule" by Uav Corporation on September 27, 2005. The episodes included are unknown.The disc supposedly runs 70 minutes.
For those of you interested in "The Super Mario Bros. Super Show!", you can get the first 24 episodes (including the live-action segments) in Volume 1 here and the last 28 episodes (including all except 4 of the live-action segments) in Volume 2 here at Amazon.com. Volume 1 was released on Tuesday, March 28, 2006, and Volume 2 was released on Tuesday, October 31, 2006. They are both 4-disc sets. Volume 1 includes a concept art gallery, storyboard-to-screen comparisons of the series' opening title sequence, and a new interview with Captain Lou Albano! Volume 2 includes "Meeting Mario: A Fan's Tale" featurette, Super Mario Bros. Fan Costume Gallery, The Worlds of The Super Mario Bros. Super Show! Concept Art Galleries, and Interactive Tour Of The Mario Bros. Plumbing!
In 1996, "Super Mario Bros. Super Christmas Adventures!" was released by DiC Toon-Time Video. At the end of "THE NIGHT BEFORE CAVE CHRISTMAS", the entire ending theme from "Captain N and the New Super Mario World" was shown! You see Kevin playing Nintendo and getting pulled into Videoland!
Warner Bros. distributes some episodes. I don't know which ones. Their phone number is (818) 954-6000.
"THE TROJAN DRAGON" and "HAVING A BALL" were also released on home video. Does anybody know who released them or have scans of the boxes? Please e-mail them to me! They came out on June 8, 1993.
Several Zelda episodes were released by Kids Klassics. "THE RINGER" and "SING FOR THE UNICORN" are each on separate tapes. "THE MISSING LINK", "COLD SPELLS", and "THE MOBLINS ARE REVOLTING" were released on one tape entitled "THE MISSING LINK". On the latter two tapes, the Zelda theme song was not included. I rented "THE RINGER" from a local video store on May 11, 1998, at 11:24 AM.
Now for the U.K. releases. Here's a page from a 1992 European Nintendo Catalog about the videos. These tapes are all presumably from Tempo Video.
The episodes released on each tape are:
Okay, here are all the places I can suggest to look for the videos: Wal-Mart, Walgreens, Kmart, Sears, Musicland, video rental places, flea markets, garage sales, yard sales, newsgroups, and online auctions.
If anyone can supply any information at all on the home video releases, please e-mail me!