Robert Smigel seems to have a decent fanbase. I'm sure it's just a matter of time before the Comedy Central TV Funhouse series makes it's way to DVD, though it needs to include all of the SNL shorts to truly be "complete". If I'm not mistaken, "TV Funhouse" is still a feature of SNL.
That's My Bush was rumored last fall for the elections, but never surfaced. The best I could suggest is to check their site (Matt Stone/Trey Parker) regularly for release information. They've been updating pretty frequently now that the second half of South Park - Season 9 is in production.
Russel - do you know if Your Studio and You and the 2 original Spirit Of Christmas shorts are available on DVD? I've got all of the other Parker/Stone DVDs
Nope, but than, these were never broadcast, as opposed to "Bush". "Princess" has nevre been released either. "Spirit Of Christmas" was never inteded for a broad audience, nor was "Frosty Vs. Jesun" and the other short, which AFAIK haven't seen an official release. I'm not familiar with "your Studio And You".
But of the "official projects" (movies/ TV shows that have had distribution) Only Bush has not seen a release.