AntcuFaalb said:

Back to on-topic in off-topic.

Why is there no DVD set of At the Movies? How the hell can I watch the show, from start to finish?

Licensing all the movie clips would probably get expensive. (Criterion did get the famous discussion Siskel and Ebert did about slasher movies for the Halloween Laserdisc.) The rights to the PBS incarnation of the show and the later syndicated versions are probably held by different entities. I also doubt the final incarnation Disney distributed would be released, as Ebert did pan movies from the mouse on occasion.

I would guess the online archive of old shows either has permission or somehow skirts the legal issues involved.