Leonard Bernstein's Young People's Concerts with the New York Philharmonic (1961) on DVD. "All" 25 programs on 9 discs, $135. (Bernstein did 53 YP concerts, so I don't think this is all of them.) I'm buying this for my children, and for my children's children.

The Official Leonard Bernstein Web Site (with a "news" scroller thingy that's obnoxiously broken in Safari) has full transcripts of the lectures, and scans of related material from Bernstein's estate.

See also: The Unanswered Question: Six Talks at Harvard by Leonard Bernstein (1973) on DVD, 6 discs.