There was certainly a CD issued, which I bought about 5 years ago, called 'The Jazz from U.N.C.L.E. Live in Concert'
I'm not sure if any of the FSM U.N.C.L.E. sets are still in print (I remember they let the third one go out of print fairly early on, because they lost the artwork or something) but I would have thought another label might have reissued these by now.