Keep Circulating the Tapes: Good luck finding the entire series legally, as various VHS releases exist but are long out of print. There also exists a DVD of the show called "Vowel Power," but it only comprises 5 episodes of the show.
You could get Season 1 and 2 fully on DVD from Malaysia and Singapore... About a decade ago. Now they're out of print, too. Season 3 and 4? Well, keep circulating the tapes.
Peter Linz and Jennifer Barnhart, the voice of Theo and Cleo respectively, will go on to play Lomax and Delta in Lomax The Hound Of Music. It's also from the same production company.
Anthony Asbury and Kathryn Mullen, who plays Lionel and Leona respectively, also previously played the siblings Rondo and Allegra in 1994's Allegra's Window.
Also of note is that Noel McNeal operated the Lionel puppet (although Anthony Asbury provided the voice), while Peter Linz apparently operated and voiced the Theo puppet. Both Noel and Peter have appeared together as the titular Bear and Tutter respectively in Bear in the Big Blue House.
Screwed by the Network: Screwed royally in Malaysia by government-owned TV2. The show suffered lost scenes due to cutting to commercials without pausing the main tape and suffered an inconsistent schedule, but the worst thing was it was pre-empted halfway through season 1 for a whopping 6 months. TV2 did not renew the license for Season 2, but the entirety of Season 2 did get a direct-to-DVD release in the country (Season 1 was also lucky enough to get a full DVD release in the country). Season 3 and 4 completely didn't make it in, though.
What Could Have Been: An animated spin-off of the show was in the works, but it was quickly cancelled after the company who was going to animate it wound up going under.