Saturday Night Live (1975– )
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Yes, the first five complete seasons are available individually on Amazon and can also be found at various store retailers like Best Buy and Target. Unfortunately due to high costs of music rights, it will be a long time before any of the other seasons come out. But the "Best of" DVDs are still being released.
SNL season sets on Amazon: http://amzn.to/mYEYlC
Link to Report of the likely stop/hault of season set releases from TV Shows on DVD.com: http://bit.ly/9bnBPv Edit
According to TVShowsonDVD.com, there are 63 various DVD releases of specials, best of, and season sets. The complete list of all SNL DVDs can be found at the link below on TVShowsOnDVD.coms SNL page and links to purchase them on Amazon are next to each item. The page also includes various DVD news and reviews.