At least, it is in Canada, and I'm guessing the US, too. I bought my copy on the weekend at HMV. It, of course, has the episode with The Police taped in front of a Nutterific audience. I haven't watched it yet, so I'm not sure if it's the Canadian, American or British edit. Perhaps it's the whole thing in its unedited glory. I know that unlikely, but it makes for a nice dream.
Anyhow, many of us have a copy of that episode by uncommercial means. If you want to get all the episodes, a load of great music and interviews, and feel all ethical-like at the same time, pick it up or maybe ask Santa to get it for you.
ETA: I also picked up The Foo Fighter's Greatest Hits and Elvis Costello Live at the El Mocambo. The latter is a commercial release of an epic concert that became an enormously popular bootleg. My cousin claims to have been in the audience, as does an implausibly large number of Torontonians of her generation.