I actually don't mind when the new Treehouse of Horror airs after October... It extends my celebration by an extra week or so.
There was one DVD with Treehouse of Horror episodes, but it only had four of them: V, VI, VII, and XII. Why those ones? I have no idea. I would love to see a box set with all the Halloween episodes in the same style as the season sets! Probably won't happen, but I can dream, right?