Beginning in 2000 Rhino Home Video began releasing VHS copies of classic MST3K episodes for sale. Unlike fan dubs ("Keep Circulating The Tapes") these tapes were copied from the original master copies of the episodes from Best Brains. As such they were in pristine quality. In 2001 episodes began appearing in DVD format. Around Labor Day 2001 Rhino and Satellite News held a survey to ask which episodes fans wanted to see released in the not-too-distant-future, and the company seems to have used this data to create their release schedule. 2002 saw the release of volume one of "The Mystery Science Theater 3000 Collection", a 4-pack of DVDs that are unavailable separately. Tapes retail for around $15 and DVDs for nearly $20 each. Once the series left cable television on January 31, 2004, these tapes and DVDs became the only official way to get a MST3K fix.

Available VHS Tapes

Available DVDs

Best Brains has also taken to producing and selling copies of episodes, bloopers, documentaries, and shorts from the series, most notably selected episodes from Seasons 9 and 10 of the show. These tapes are only available from Best Brains for a limited time. Some of the following have been discontinued for several years, in fact.

Available Best Brains Tapes

And to top it all off there are home video VHS and DVD editions of 1996's Mystery Science Theater 3000: The Movie available from Universal Home Video. The VHS edition is fairly common, whereas the DVD is a rare find as it was discontinued in 2000. The DVD commonly sells for over $75 when it appears on eBay.

1 This tape has been discontinued due to a copyright misunderstanding. If you should find a copy for sale at a reasonable price, I advise you snatch it up because you may never see it again.

2 Shorts Vol. 3 is/was only available with this set when purchased directly from the distributor.


References:
http://www.mst3kinfo.com