The Martinis and Medicine Complete Collection has two bonus discs. The only way to get them apart from that collection is on the "Goodbye, Farewell and Amen" DVD (the finale as a separate release) which comes with those two bonus discs.

http://www.amazon.com/Goodbye-Farewell-Amen-Alan-Alda/dp/B000OT6V1E

That's the only difference content-wise between the 36-disc Martinis and Medicine Complete Collection and the 34-disc The Complete Series bundle (except for the obvious addition of the original 1970 Robert Altman film).