Keep Circulating the Tapes: Ever wanted to get it after 2004? New copies haven't been released since then, and it is pretty rare to find it (at least on DVD, which costs around 50 bucks, the VHS is considerably cheaper, selling at around 15 dollars).
Name's the Same: Pajama Sam also has a place called the Land of Darkness. (Bizarrely, Sonic the Hedgehog: The Movie's initial Japanese release was on the same day that Pajama Sam in No Need To Hide When It's Dark Outside was revealed at E3.)
What Could Have Been: As on the main page, the OVA is actually an unsold pilot for a cancelled anime series; what we think of as Sonic: The Movie is actually two episodes back-to-back, but thankfully they stand well together on their own.
The soundtrack for the OVA was advertised for a retail release, but it never dropped. Most likely due to the OVA's poor sales in Japan.