on DVD (or video for that matter).
The best you can get is through two compilations - "The Best of Dave Allen" (also known as "Dave Allen's Personal Selections") and "Vintage Dave Allen". There is also "Dave Allen on Life" which is a compilation from his late 80's purely stand-up show.
"Best of ..." and "Dave Allen on Life" are available on DVD in the UK, although the latter is out of print so you'd have to buy it second hand. You'd also need to ensure that your DVD player is multi-region and can convert (or your TV) PAL to NTSC. All three are available, albeit out of print, on VHS (again, you'd need to be able to play PAL) which you could pick up on ebay or Amazon marketplace. (Amazon.co.uk delivers internationally, although if you're buying through marketplace I'd check the postage charges.)
To the best of my knowledge, they haven't been officially released in the US (or Canada) so I think the region 1 copies on ebay (post above) are pirates (especially as the picture of the covers shows the BBFC classification).
Over Christmas, the BBC repeated the 1998 6-part "best of" - with contemporary reflections - TV series "The Unique Dave Allen" and early this year they showed the complete first series of "Dave Allen At Large." I'm stuck on dialup so wouldn't know for certain, but I'd imagine that these shows were ripped and distributed as torrents and on the P2P networks. I know UKNova is very popular amongst comedy fans over here (never used it myself) so assuming you're on broadband it may be worth your while signing up and searching for Allen stuff:
http://www.uknova.com/I hope this was of some help. You may also be interested in a book which came out a few months ago - "The Essential Dave Allen" which is essentially a compendium of stand-up (sit-down) transcripts.
http://www.amazon.co.uk/exec/obidos/ASIN/0340899433/