These DVDs feature the original Borat sketches from Da Ali G Show. I know the latter two are Region 2, but surely you can get around that?

http://www.amazon.co.uk/Ali-Show-Compleet-Seasons-REGION/dp/B000A9QKCI/sr=8-2/qid=1165185066/ref=pd_ka_2/202-5344268-8056601?ie=UTF8&s=dvd
http://www.amazon.co.uk/Ali-G-Sacha-Baron-Cohen/dp/B00004ZBXW/sr=8-4/qid=1165185152/ref=pd_ka_4/202-5344268-8056601?ie=UTF8&s=dvd
http://www.amazon.co.uk/Ali-Bling-Sacha-Baron-Cohen/dp/B00005RCAT/sr=8-3/qid=1165185152/ref=pd_ka_3/202-5344268-8056601?ie=UTF8&s=dvd