I'm not sure about all their feature-length films, but regarding their sound shorts, "Laurel & Hardy The Essential Collection", a 10-disc set from RHI Entertainment is a great purchase to make (if a little expensive) for those who want their Hal Roach films. These films are classic Laurel & Hardy, when they were in their prime....
Supplements include trailers, film commentaries by L & H experts, etc.
ADDED: Actually not as pricey as I initially thought. It's available on Amazon for about $60.00 now. SRP was about $100.00.
The silent L&H shorts, as well as numerous silent shorts made individually by Laurel or Hardy before they became a team, are best found in the nine individual DVDs that go under the title of THE LOST FILMS OF LAUREL AND HARDY. This now OOP series was issued by Hal Roach Studios.
The longtime owner of the Laurel and Hardy silents passed away late last year. It will be interesting to see if his son takes the library in a more accessible direction. The out-of-print DVD's are expensive to come by. Alternately, the silents can be found on the Region 2 box set, which also includes all the Roach-controlled talkies but in inferior versions than the domestic ESSENTIALS collection.
Even the ESSENTIALS are not fully restored. UCLA is undertaking a restoration project, but without funding from the rights-holder. So Gosh only knows if we will ever see their restorations via any venue other than an on-site screening.
I have all the Boys' films in 16mm, including an original Kodachrome full-length print of A TREE IN A TEST TUBE.