Missing Episode: Some of the live-action segments that aired alongside an episode of The Legend of Zelda were not restored when Shout! Factory released the series on DVD, one particular example being The Treasure of Sierra Brooklyn. Four other episodes that were attached to the The Mario Bros. segments didn't have their live-action segments on DVD either, as Shout! Factory either couldn't secure the rights to those segments or didn't get the proper masters for them
As this link states, the poorly-received 1990-91 Re ToolClub Mario disappeared into a black hole after it was taken off the air, and there are longstanding rumors that the master tapes were trashed. However, the Club Mario version of the episode "The Unzappables" is the one that's on iTunes, Netflix, and Amazon instead of the original version. Some attempts have been made to Keep Circulating the Tapes though.